To determine if cancer survivors who perform physical activity (PA) during chemotherapy have improved levels of cognitive function compared to those who do not. E-databases (Ovid MEDLINE, Embase, CINAHL, PsycINFO, AMED) were searched from inception to February 4, 2020. Quantitative studies that assessed cognitive outcomes for adults with any cancer type who received chemotherapy concurrent with PA were selected. Risk of bias was assessed using Cochrane's RoB 2, ROBINS-I, and Newcastle-Ottawa scales. A meta-analysis was performed using standardized mean difference (SMD). Twenty-two studies (15 randomized controlled trials [RCTs] and 7 non-RCTs) met the inclusion criteria. The meta-analysis demonstrated that combined resistance and aerobic training had a small yet statistically significant effect on social cognition compared to usual care (SMD 0.23 [95% CI: 0.04, 0.42],  = 0.020). Combined resistance and aerobic exercise may benefit social cognition in cancer survivors undergoing chemotherapy. Due to high risk of bias and low quality of evidence of included studies, we recommend further investigation to support these findings and make specific PA recommendations.