Many studies have found that both endurance exercise (EX) and high-intensity interval training (HIIT) have a positive therapeutic effect on the treatment of lung cancer patients, but the specific mechanism is unclear. Therefore, we investigated whether EX and HIIT could delay the progression of lung cancer by affecting the infiltration of tumor-associated macrophages (TAMs) and restoring the tumor phagocytic activity of TAMs in lung cancer tissue. BALB/c mice were divided into 4 groups. The mice were given saline as the saline group (Saline), and the mice were given urethane as the lung cancer mice. The lung cancer mice were randomly divided into the control group (CON), EX group, and HIIT group. After exercise, the cancer tissues were collected for RT-PCR, immunofluorescence staining, and Wes automated western blotting system analysis. Compared with the Saline group, the mRNA levels of TAMs M1 markers IL-6, TNF-α, iNOS, and M2 markers CD206, IL-10, and Arg-1 in the CON group were significantly increased (P<0.05). There was no significant difference in the percentage of F4/80 positive cells among the groups. Compared with the CON group, the percentage of CD86-positive cells in TAMs in the EX group was significantly decreased (P<0.05). From the protein expression level, compared with the CON group, the expression of SIRPα in the EX group was significantly increased (P<0.0001) and the expression of PD-L1 had a tendency to increase (P=0.06). Compared with the CON group, the expressions of IL-10, IL-12, CD47, and CD24 in the HIIT group were significantly increased (P<0.05). In addition, compared with the CON group, plasma IFN-γ in the EX group and HIIT group was significantly increased (P<0.05). Lung cancer tissue presents an inflammatory tumor microenvironment. The therapeutic effect of exercise on lung cancer is independent of the infiltration of TAMs in lung cancer tissue. In addition, endurance exercise can reduce the proportion of M1-type TAMs in lung cancer tissues, while HIIT antagonistically regulates M1 and M2 polarization of TAMs by increasing the levels of IL-10 and IL-12 in lung cancer tissues and circulating IFN-γ. Finally, endurance exercise and HIIT can modulate the expression of some immune checkpoints in lung cancer tissues.