Even when the procedures are successful, patients experience considerable physical, psychological and psychosocial stress before, during and after hematopoietic stem cell transplantation (HSCT). Physical exercise therapy constitutes a potentially promising intervention to reduce such stress within the framework of HSCT because of its multidimensional effectiveness. Up to May 2007, fifteen published studies have examined physical exercise interventions in the context of HSCT, with no study reporting any unexpected or negative effects. The most common intervention involved isolated aerobic exercise programs and occurred during or after the transplantation process; strength training programs and combined intervention strategies are being examined more rarely. Significant benefits from the exercise interventions have been predominantly reported for physical performance, quality of life and fatigue status of the patients. Several other benefits like a faster recurrence of immune cells or reduced severity of therapy-related side effects can be estimated. Future research is needed for the purpose of evidence-based medicine/therapy to provide more rigorous examinations of these interventions, to address existing methodological problems and to identify further effect levels of physical exercise therapy in the context of HSCT.