BACKGROUND: Cancer-related fatigue (CRF) is a significant burden for patients with advanced lung cancer. While exercise is recommended for managing CRF during pre- and active treatment phases, evidence supporting its efficacy in advanced stage remains limited. This systematic review and meta-analysis aimed to quantify the effects of exercise on CRF and its common complications in patients with advanced lung cancer. METHODS: A systematic search of 4 databases (PubMed, Embase, Cochrane, and Web of Science) was conducted up to July 10, 2024 to identify relevant randomized controlled trials (RCTs). Studies were selected based on predefined eligibility criteria, including adult patients with advanced lung cancer reporting fatigue as an outcome. Study selection followed Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) 2020 guidelines, and the risk of bias was assessed using the Cochrane Risk of Bias tool (RoB 2.0). The quality of evidence was evaluated with the Grading of Recommendations Assessment, Development and Evaluation (GRADE) system. Random- or fixed-effects models were used for meta-analyses based on heterogeneity levels. RESULTS: Eight RCTs involving 749 patients were included. Meta-analysis revealed that exercise significantly improved CRF in patients with advanced lung cancer (standardized mean difference (SMD) = -0.33; 95% confidence interval (95%CI): -0.54 to -0.12); p = 0.00; I = 0.00%). Subgroup analysis showed greater efficacy in patients aged ≤60 years (p = 0.028), those engaging in traditional Chinese exercise (p = 0.003), and interventions lasting fewer than 12 weeks (p = 0.017). Exercise also significantly improved quality of life (SMD = 0.29; 95%CI: 0.02-0.55; p = 0.04; I = 0.00%) and reduced dyspnea (SMD = -0.43; 95%CI: -0.71 to -0.16; p = 0.00; I = 0.00%). No significant effects were observed on sleep quality, anxiety, or depression. The risk of bias across studies was moderate, and the quality of evidence, as evaluated by GRADE, was rated as low due to study limitations. Adverse events were minimal, with only one mild, exercise-related event reported. CONCLUSION: Exercise significantly alleviates CRF in patients with advanced lung cancer, improves certain complications, and enhances quality of life. The intervention's effectiveness varies by age, type of exercise, and duration. Further high-quality studies are needed to validate these findings.