Advanced and metastatic cancers significantly alter body composition, leading to decreased lean mass and variable effects on fat mass. These effects on body composition are associated with significant physical dysfunction and poor prognosis in patients with cancer. Whilst exercise and nutritional interventions are likely to be of benefit in counteracting these effects, relatively little is known about using such interventions in patients with advanced or metastatic cancer. Therefore, in this systematic review we examine the effect of exercise and combined exercise and nutritional interventions on lean mass and fat mass among patients diagnosed with advanced or metastatic cancer. Following PRISMA guidelines, we identified 20 articles from PubMed, EMBASE, CINAHL, Cochrane CENTRAL, PEDro, SPORTDiscus, and REHABDATA. Overall, advanced or metastatic cancer populations comprising of mixed cancer types were most commonly examined ( = 8) with exercise or combined exercise and nutritional interventions being well-tolerated with few adverse effects. Both intervention approaches may preserve lean mass, while only combined interventions may lead to alterations in fat mass. However, further exercise and nutritional studies are needed to definitively understand their effects on body composition. As exercise and nutrition-related research continues in this understudied population, the knowledge gained will help guide supportive clinical treatments.