Purpose: Radiation therapy is a commonly used treatment for prostate cancer; however, the side effects may negatively affect quality of life and cause patients to be less physically active. Although exercise has been shown to mitigate radiation therapy-related fatigue in men with prostate cancer during radiation therapy, other adverse effects of treatment such as physical deconditioning, urinary symptoms, or sexual dysfunction have not been systematically reviewed in this patient population. Thus, the purpose of this review was to investigate the effect of exercise on physical function and treatment-related side effects in men with prostate cancer undergoing radiation therapy. Methods: A systematic literature search was conducted in the PubMed, Embase, CINAHL Plus, SPORTDiscus, and Web of Science databases in December 2020. Included studies were randomized controlled trials examining the effects of aerobic and/or resistance exercise interventions on measures of physical function and treatment-related side effects in prostate cancer patients undergoing radiation therapy. Meta-analysis was performed on outcomes that were reported in 2 or more studies. Results: Seven publications from 6 randomized controlled trials involving 391 prostate cancer patients were included. Patients had stage I to IV cancer with a Gleason score of ≤6 to 10. Exercise resulted in consistent significant benefits for physical function in terms of cardiovascular fitness (standardized mean difference [SMD], 0.83; 95% confidence interval [CI], 0.31-1.36; P < .01) and muscle function (SMD, 1.30; 95% CI, 0.53-2.07; P < .01). Furthermore, there was a significant positive effect of exercise on urinary toxicity (SMD, -0.71; 95% CI, -1.25 to -0.18; P < .01), but not on intestinal (P = .21) or hormonal toxicity (P = .41), depression (P = .45), or sleep symptoms (P = .88). Conclusion: Based on the current evidence, exercise in men with prostate cancer undergoing radiation therapy improves physical function and mitigates urinary toxicity. The effect of exercise on other treatment-related side effects are less clear and require further investigation.