Cancer represents a significant health challenge, with high mortality and morbidity rates. Its diagnosis often triggers chronic stress, adversely affecting patient outcomes. Exercise has emerged as complementary therapy, enhancing treatment adherence and mitigating the side effects of chemotherapy. This study examines the effects of mild exercise during chemotherapy on patient anxiety. This prospective paired cohort study was conducted in the General Oncology Hospital of Kifisia "Agioi Anargyroi" in Athens, Greece. Adult cancer patients undergoing chemotherapy participated, excluding those with cognitive, hearing, or motor impairments, those who experienced side effects, or those who declined consent. Anxiety was measured before and after a 20-minute exercise routine performed during chemotherapy, using the Greek-translated State-Trait Anxiety Inventory (STAI). The exercise regimen included warm-up, full-body stretching, and cool-down exercises. Pre- and post-exercise scores were analyzed using the Wilcoxon signed-rank test. Forty-five patients (20 women, 25 men; mean age 69.02 ± 10.62 years) with various cancer backgrounds participated. Pre-intervention anxiety levels were in the borderline "moderate" range, dropping post-exercise to the "low" range. Mean STAI scores decreased from 37.73 ± 13.33 to 32.00 ± 14.22 ( < 0.0001), with a medium-large effect size (Cohen's d for paired samples = -0.646). No significant correlation was found between age and anxiety scores. This study found a significant short-term reduction in anxiety, suggesting that incorporating mild exercise during chemotherapy may help in alleviating patient stress. The medium-to-large effect size supports the potential for meaningful short-term benefits. Incorporating mild exercise during chemotherapy may help reduce anxiety and psychological burden. These findings underscore the need for more comprehensive research in larger, more diverse populations to better understand the benefits of incorporating mild exercise during chemotherapy.