Cancer-related cognitive impairment (CRCI), often called “chemo-brain” or “chemo-fog,” is a common side effect among adults with cancer, which can persist well after treatment completion. Accumulating evidence demonstrates exercise can improve cognitive function in healthy older adults and adults with cognitive impairments, suggesting exercise may play a role in managing CRCI. The purpose was to perform a systematic review of randomized controlled trials (RCTs) to understand the effect of exercise on CRCI. Relevant literature was retrieved from CINAHL, Medline (Ovid), and EMBASE. Eligible articles were RCTs that prescribed aerobic, resistance, combined aerobic/resistance, or mind-body (eg, yoga or Qigong) exercise during or following cancer treatment and included cognitive function outcome measures. Descriptive information and Cohen d effect sizes were directly extracted or calculated for included trials. Twenty-nine trials were included in the final analysis. A statistically significant effect of exercise on self-reported cognitive function, both during and postadjuvant treatment, was reported in 12 trials (41%) (Cohen d range: 0.24–1.14), most commonly using the EORTC QLQ-C30. Ten trials (34%) performed neuropsychological testing to evaluate cognitive function; however, only 3 trials in women with breast cancer reported a significant effect of exercise (Cohen d range: 0.41–1.47). Few RCTs to date have evaluated the effect of exercise on CRCI as a primary outcome. Twenty-six trials (90%) in this review evaluated CRCI as secondary analyses. Evidence supporting exercise as a strategy to address CRCI is limited. Future research evaluating CRCI as a primary outcome, including self-reported and objective measures, is needed to confirm the possible role of exercise in preventing and managing cognitive impairments in adults with cancer.