Physical exercise of moderate intensity is becoming readily accepted as an adjunct therapy to enhance curative effects of chemotherapy in patients with breast cancer. In this study, we investigated the putative effect of physical exercise on inhibition of breast cancer and the possible mechanism therein involoved. Balb/c female mice were transplanted with BCAP-37 breast xenografts and randomly assigned to four groups: (a) saline control, (b) exercise-only, (c) DHAQ-loaded NPs, (d) exercise + DHAQ-loaded NPs. The mice in exercise groups performed progressive wheel running up to 15 m/min for 30 minutes, 6 d/wk for 4 weeks. Tumor growth delay was significantly longer in the DHAQ-loaded NPs group and the exercise + DHAQ-loaded NPs groups compared with that in the control group (P < 0.05; P < 0.01, respectively). Tumor volume and the value of hemoglobin (HGB) showed significant difference between the DHAQ-loaded NPs and exercise + DHAQ-loaded NPs groups (P < 0.05), suggesting that physical exercise of moderate intensity can significantly induce an influence of DHAQ-loaded NPs on delay in tumor growth, and can enhance the anti-tumor efficacy of DHAQ-loaded PLA-PLL-RGD NPs. It is a contributor to adjuvant therapy for breast cancer.