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Physical activity and exercise can have numerous positive effects on various disease- and therapy-related symptoms across the continuum of cancer disease. These include an improvement in quality of life, physical function, aerobic fitness, muscle strength and muscle mass, bone density and a reduction of insomnia, psychological distress, pain and fatigue. Although no higher fracture incidence could be found in several studies, exercise is still often considered contraindicated in patients with bone metastases due to concerns about skeletal-related events such as pathologic fractures, spinal cord compression, aggravating pain, increased mortality and higher health care costs. This short, narrative review reports general considerations about physical activity in patients with cancer. In particular, it focuses on principles, precautions and contraindications regarding exercise recommendations for patients with metastatic bone disease in order to implement safe and efficient exercise interventions.