Increased visceral adiposity may influence the development of prostate cancer (PCa) aggressive tumors and cancer mortality. White adipose tissue (WAT), usually referred to as periprostatic adipose tissue (PPAT), surrounds the prostatic gland and has emerged as a potential mediator of the tumor microenvironment. Exercise training (ET) induces several adaptations in both skeletal muscle and WAT. Some of these effects are mediated by ET-induced synthesis and secretion of several proteins, known as myo- and adipokines. Together, myokines and adipokines may act in an endocrine-like manner to favor communication between skeletal muscle and WAT, as they may work together to improve whole-body metabolic health. This crosstalk may constitute a potential mechanism by which ET exerts its beneficial role in the prevention and treatment of PCa-related disorders; however, this has not yet been explored. Therefore, we reviewed the current evidence on the effects of skeletal muscle–WAT–tumor crosstalk in PCa, and the potential mediators of this process to provide a better understanding of underlying ET-related mechanisms in cancer.