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Background Androgen deprivation therapy (ADT) in patients with prostate cancer can have several debilitating side effects. Supervised exercise is recommended to ameliorate these negative effects. Objective To systematically evaluate the effect of supervised exercise therapy compared to no exercise therapy in patients with prostate cancer undergoing ADT, primarily according to the patient critical outcomes, ‘disease-specific quality of life’ and ‘walking performance’ measured at end of treatment. Methods We searched PubMed/Medline, Embase, Cochrane Library, Cinahl and Pedro, to identify randomised controlled trials (RCTs), which investigated the effect of supervised exercise therapy compared to no exercise therapy in patients with prostate cancer receiving ADT, last search: June 2021. Two independent reviewers extracted data, and assessed risk of bias using Cochrane Risk of Bias Tool and evaluated the certainty of evidence using the GRADE-method. Results Eigthteen RCTs (n = 1477) comprised patients with prostate cancer stages T1-T4 were included in the meta-analyses. Compared to no exercise therapy, supervised exercise therapy showed clinically relevant improvements in ‘disease-specific quality of life’ and ‘walking performance’. The standardised mean differences were 0.43 (95% confidence interval (CI): 0.29, 0.58) and −0.41 (95% CI: −0.60, −0.22), respectively. The overall certainty of evidence was moderate due to serious risk of bias. Conclusions Evidence of moderate quality shows that supervised exercise therapy probably is superior to no exercise therapy in improving ‘disease-specific quality of life’ and ‘walking performance’ in patients with prostate cancer undergoing ADT. The results apply to all patients receiving androgen deprivation therapy regardless of cancer stage. The results support a strong recommendation for supervised exercise therapy for managing side effects in this population. Protocol registration NKR-38-Focused-questions-PICOs-for-updating1.ashx (sst.dk)