Research on Saudi Arabian cancer patients is a priority at King Abdulaziz Medical City (KAMC), Riyadh, Saudi Arabia. Because there is limited research on the quality of life (QoL) of Saudi Arabian cancer patients, the aim of this study was to identify the predictors of the QoL in a sample of Saudis with cancer. In August 2016, a cross-sectional study was conducted on 438 patients with a variety of cancer types (145 breast, 109 colorectal, 38 leukemia, 45 lymphoma, and 99 other types) who attended the Oncology Outpatient Clinics at KAMC. Sociodemographics, clinical symptoms, and cancer treatments were collected for each patient. We used the SF-36 instrument to assess QoL. Of the cancer patients studied, 28.4% had a family history of cancer, and, according to subgroup analyses, the elderly, those lacking formal education, the unemployed, those diagnosed with Stage III/IV, and those with metastasis had significantly worse physical functions than the other cancer patients. According to multiple linear regression analyses, cancer patients who exercised regularly tended to have better physical function, emotional role function, vitality, social function, and general health (increase in SF-36 scores of 8.82, 9.75, 5.54, 6.66, and 4.97, respectively). Patients with first-year-after-cancer diagnosis tended to have poor emotional wellbeing, social function, and general health (decrease in SF-36 scores of 5.20, 7.34, and 6.12, respectively). Newly diagnosed cancer patients and patients who did not exercise tended to experience significantly poor QoL in several domains; thus, the effectiveness of exercise must be assessed in Saudi cancer patients as an intervention to improve QoL.