Advances achieved in diagnosis and improvements in treatment for breast cancer have resulted in a favourable survival rate. Therapeutic physical exercise (TPE) is presented as an intervention strategy that seeks to improve the functional capabilities of the subject. To analyse if clinical practice guidelines recommend therapeutic physical exercise to reduce the adverse effects of treatment in breast cancer survivors, and on what level of scientific evidence are these recommendations based. This systematic review was prepared by searching nine electronic databases to identify eligible studies. Thirteen met the criteria for inclusion. The Appraisal of Guidelines for Research and Evaluation (AGREE II) scale was used to analyse the quality of Clinical Practice Guideline (CPGs). The percentages obtained ranged between 30.07% and 75.70%. Specifically, the highest degree of evidence could be found in the application of TPE to offset adverse effects leading to effects such as: an increase in the quality of life, fatigue reduction, and reduction in body weight alterations. TPE is presented as an optimal intervention strategy to alleviate the negative effects that patients with breast cancer suffer as a result of the treatments received. The level of evidence that supports this claim is very strong for the majority of the side effects analysed. However, this evidence is not always included in the clinical practice guidelines.