Epidemiological studies have found a relationship between increased physical activity and lower prevalence and mortality rates for various site-specific cancers. Animal studies are limited and often inconsistent, but also generally support this concept. However, the significance of this research will be questioned until the underlying physiological mechanisms are determined, it now seems likely that components of the innate immune system are involved. One such component includes cells of the monocyte-macrophage (Mo/Mψ) lineage that have powerful inhibiting effects on tumor growth and can destroy cancer cells. Recent research suggests that exercise can alter the influx of Mo/Mψ into tissues in response to an inflammatory challenge, promote the release of Mψ-derived cytokines known to have antitumor properties, increase Mψ) antitumor cytotoxicity, and increase the number and functional activity of tumor-derived Mψ. These effects are likely dependent on the dose of exercise and the functional state of the Mψ at the time of the exercise stimulus. However, these responses have yet to be shown to inhibit experimental tumors in vivo. Future research must continue to develop appropriate animal models to study the mechanisms of exercise effects on the initiation, promotion and progression of cancer.