Lung cancer remains the leading cause of cancer-related death worldwide. Affected patients frequently experience debilitating disease-related symptoms, including dyspnea, cough, fatigue, anxiety, depression, insomnia, and pain, despite the progresses achieved in term of treatment efficacy. Physical activity and exercise are nonpharmacological interventions that have been shown to improve fatigue, quality of life, cardiorespiratory fitness, pulmonary function, muscle mass and strength, and psychological status in patients with lung cancer. Moreover, physical fitness levels, especially cardiorespiratory endurance and muscular strength, are demonstrated to be independent predictors of survival. Nevertheless, patients with lung cancer frequently present insufficient levels of physical activity and exercise, and these may contribute to quality of life impairment, reduction in functional capacity with skeletal muscle atrophy or weakness, and worsening of symptoms, particularly dyspnea. The molecular bases underlying the potential impact of exercise on the fitness and treatment outcome of patients with lung cancer are still elusive. Counteracting specific cancer cells' acquired capabilities (hallmarks of cancer), together with preventing treatment-induced adverse events, represent main candidate mechanisms. To date, the potential impact of physical activity and exercise in lung cancer remains to be fully appreciated, and no specific exercise guidelines for patients with lung cancer are available. In this article, we perform an in-depth review of the evidence supporting physical activity and exercise in lung cancer and suggest that integrating this kind of intervention within the framework of a global, multidimensional approach, taking into account also nutritional and psychological aspects, might be the most effective strategy. IMPLICATIONS FOR PRACTICE: Although growing evidence supports the safety and efficacy of exercise in lung cancer, both after surgery and during and after medical treatments, most patients are insufficiently active or sedentary. Engaging in exercise programs is particularly arduous for patients with lung cancer, mainly because of a series of physical and psychosocial disease-related barriers (including the smoking stigma). A continuous collaboration among oncologists and cancer exercise specialists is urgently needed in order to develop tailored programs based on patients' needs, preferences, and physical and psychological status. In this regard, benefit of exercise appears to be potentially enhanced when administered as a multidimensional, comprehensive approach to patients' well-being.