ObjectiveTo explore the effect of exercise on anxiety and depression in cancer patients during chemotherapy, as well as the optimal exercise dosage. MethodsA PICO framework was constructed, and randomized controlled trials (RCTs) on the effect of exercise on anxiety and depression in cancer patients during chemotherapy were retrieved from databases of PubMed, Web of Science, Cochrane Library, Embase, Medline, CNKI, VIP and Wanfang data, from the establishment to November, 2023. The quality of the literature was evaluated with Cochrane Risk of Bias Tool and Physiotherapy Evidence Database (PEDro) scale. Data were synthesized and analyzed using RevMan 5.3, and the risk of bias was evaluated using Stata 18.0. ResultsA total of 13 RCTs involving 1 340 subjects were included. The scores of PEDro scale were five to eight. Exercise interventions significantly improved anxiety (SMD = -0.70, 95%CI -1.18 to -0.22, P = 0.004) and depression (SMD = -0.89, 95%CI -1.43 to -0.34, P = 0.002) compared to the control group. Subgroup analyses showed that, the exercise effect on anxiety was less than 45 minutes a time (SMD = -0.26, 95%CI -0.46 to -0.05, P = 0.01), more than three times a week (SMD = -0.26, 95%CI -0.46 to -0.05, P = 0.01), and less than twelve weeks (SMD = -0.21, 95%CI -0.36 to -0.07, P = 0.005). For depression, it was less than 45 minutes a time (SMD = -0.69, 95%CI -1.29 to -0.08, P = 0.03), more than three times a week (SMD = -0.69, 95%CI -1.29 to -0.08, P = 0.03), and less than twelve weeks (SMD = -0.52, 95%CI -0.92 to -0.13, P = 0.01). Moderate to high-intensity exercise interventions significantly outperformed the control group in improving anxiety (SMD = -0.21, 95%CI -0.37 to -0.06, P = 0.007) and depression (SMD = -0.21, 95%CI -0.41 to -0.01, P = 0.04). ConclusionExercise interventions can effectively improve anxiety and depression in cancer patients during chemotherapy, and it suggests for high-intensity exercise, less than 45 minutes a time, more than three times a week, and less than twelve weeks.