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Introduction Urinary incontinence, erectile dysfunction, fatigue as well as fears and depression rank among the most common complaints in patients with prostate cancer, resulting in a reduced participation in daily life and social isolation. Consequently, the quality of life of prostate cancer patients is strongly affected in a negative way. Numerous studies focusing on physical exercise interventions in prostate cancers patients demonstrate positive physiological and psychological effects. Our objective was to evaluate the evidence of randomized controlled studies which examined exercise during medical treatment and in the aftercare of a prostate cancer disease. Methods Twenty-five randomized controlled trials regarding physical activities in patients with prostate cancer were obtained by systematic literature research (Medpilot). Twenty-one studies examined clinical exercise interventions during the phase of medical treatment (irradiation, pre- and/or post-op, androgen deprivation therapy) and four studies during the aftercare. In order to evaluate the evidence of the included studies, the evaluation system of the Oxford Centre for Evidence-Based Medicine was used. Within this systematic review, we differentiated between “supervised clinical exercise” and “non-supervised clinical exercise.” Results and discussion Current data suggest that incontinence, fitness, fatigue, body constitution, and also quality of life can be improved by clinical exercise in patients during and after prostate cancer. Studies were mostly ranked evidence level “2b.” Only four studies, all conducted during medical treatment, reached the level “1b.” It seems to be that “supervised exercise” is more effective than “non-supervised exercise.” For future research, further randomized controlled trials with high methodological quality need to be conducted in order to establish evidence-based recommendations particularly for prostate cancer patients.