Current data suggest that incontinence, fitness, fatigue, body constitution, and also quality of life can be improved by clinical exercise in patients during and after prostate cancer. Studies were mostly ranked evidence level "2b." Only four studies, all conducted during medical treatment, reached the level "1b." It seems to be that "supervised exercise" is more effective than "non-supervised exercise." For future research, further randomized controlled trials with high methodological quality need to be conducted in order to establish evidence-based recommendations particularly for prostate cancer patients.