As demonstrated for most of solid tumors, recent clinical studies clearly suggested that physical activity could play a key role in the management of patients with hematological malignancies, as a non-drug therapy. Physical activity interventions contribute to improve the quality of life of patients, mainly by reducing cancer-related fatigue (P<0.005), enhancing physical functioning (P<0.001), reducing the prevalence of depression including minor and major depressive episodes (P<0.05). However, if physical activity appears to be beneficial for patients with hematological malignancies, research is required to determine the benefits of different physical activities (i.e. type of exercise, intensity, frequency), and decipher the appropriate timing of intervention initiation.