Abstract Objective This study aimed to determine which therapeutic exercise-based intervention is most effective in improving cardiorespiratory fitness (CRF) in patients with cancer receiving chemotherapy. Methods The authors conducted a systematic review with network meta-analysis in MEDLINE (PubMed), Embase, Cumulative Index to Nursing and Allied Health Literature, Scopus, SPORTDiscus, and Web of Science. The authors employed the Physiotherapy Evidence Database and the Revised Cochrane Risk of Bias Tool for Randomized Trials to assess the methodological quality and risk of bias, respectively. Results A total of 27 studies were included. Data were pooled using a random-effects model. Adding aerobic training (moderate to high intensity), with or without resistance training, to usual care versus usual care was statistically significant, with a small beneficial effect (aerobic training: standardized mean difference = 0.46; 95% CI= 0.17 to 0.75; aerobic and resistance training: standardized mean difference = 0.26; 95% CI = 0.00 to 0.52) for peak oxygen consumption at the postintervention assessment. Conclusion Therapeutic exercise-based interventions to improve short-term CRF in patients with cancer receiving chemotherapy should include moderate- to high-intensity aerobic exercise, with or without resistance training. Impact It is important to improve CRF in the oncological population due to its relationship with mortality. The results showed the benefit of exercise to improve cardiorespiratory fitness in the oncology population receiving chemotherapy treatment.