Several studies investigated the side effect of adjuvant cancer treatments, and different types of preventive techniques or treatments have been assessed. Chemotherapy-induced peripheral neuropathy (CIPN) is the most common neurological side effect. Exercise training has been widely studied as an adjuvant therapy to prevent CIPN and improve post-chemotherapy functional outcome and quality of life (QoL). This narrative review aims to summarize the data obtained from the latest studies about physical activity (PA) for the prevention and treatment of CIPN and associated QoL measures. Literature research was conducted to obtain studies including PA interventions for patients with CIPN. Ten studies met inclusion criteria and were therefore summarized and discussed, focusing on exercise type and functional outcome. It seems clear that, regardless of the type of exercise, PA plays a positive role in the treatment of CIPN, providing a significant symptom improvement. There has been no standardization of type, quantity, and intensity of PA administered to the subjects in the various studies probably due to a physiological difference between samples, grade of neuropathy, and difference among therapies.