Breast cancer (BC) stands out as the most commonly type of cancer diagnosed in women worldwide, and chemotherapy, a key component of treatment, exacerbates cancer-induced skeletal muscle wasting, contributing to adverse health outcomes. Notably, the impact of chemotherapy on skeletal muscle seems to surpass that of the cancer itself, with inflammation identified as a common trigger for muscle wasting in both contexts. In skeletal muscle, pro-inflammatory cytokines modulate pathways crucial for the delicate balance between protein synthesis and breakdown, as well as satellite cell activation and myonuclear accretion. Physical exercise consistently emerges as a crucial therapeutic strategy to counteract cancer and chemotherapy-induced muscle wasting, ultimately enhancing patients' quality of life. However, a "one size fits all" approach does not apply to the prescription of exercise for BC patients, with factors such as age, menopause and comorbidities influencing the response to exercise. Hence, tailored exercise regimens, considering factors such as duration, frequency, intensity, and type, are essential to maximize efficacy in mitigating muscle wasting and improving disease outcomes. Despite the well-established anti-inflammatory role of aerobic exercise, resistance exercise proves equally or more beneficial in terms of mass and strength gain, as well as enhancing quality of life. This review comprehensively explores the molecular pathways affected by distinct exercise regimens in the skeletal muscle of cancer patients during chemotherapy, providing critical insights for precise exercise implementation to prevent skeletal muscle wasting.