Physical activity is known to prevent the occurrence of cancer and decrease the risk of breast cancer. At diagnosis of breast cancer, fewer than half of the patients reach the international recommendation for physical activity. However, breast cancer patients, and particularly HER2+ breast cancer patients, are exposed to treatment-induced cardiotoxicity because of a side effect of 2 molecules used in standard therapy to treat these tumors, i.e., anthracycline and trastuzumab. Cardiotoxicity can sometimes lead to discontinuation of the treatment and even to the development of cardiovascular diseases. Exercise is known to protect the cardiovascular system in the healthy population. Consequently, being physically active during treatment appears to be a way to prevent the negative impact of cancer treatment on the heart in this population. In particular, aerobic exercising could have a protective effect against treatment-induced cardiotoxicity. A supervised physical activity program seems to be the best way for breast cancer patients to be active during treatment. However, there is very little information, and in particular a lack of guidelines, on exercising available to patients. The interventional trials that have been conducted on this topic are very heterogeneous and no standard recommendations have been made available for cancer patients thus far. An effective physical activity program needs to take each patient’s barriers and motivations into account in order to encourage the practice of physical activity throughout treatment. To ensure the success of the program, it is essential to facilitate adherence and especially maintain motivation. Further studies are needed to determine what practice guidelines oncologists should give their patients.