Purpose <p>Cancer-related pain is a common complaint in patients with metastatic cancer, significantly diminishing Quality of Life (QoL). While limited research has shown beneficial effects of physical exercise on overall QoL in this population, the effect on pain remains unclear. This systematic review aims to evaluate the effect of physical exercise on self-reported pain in patients with metastatic cancer.</p> Methods <p>PubMed and EMBASE were searched for Randomized Controlled Trials (RCTs) up to May 1st, 2025, examining the effect of physical exercise on self-reported pain in patients with metastatic breast, lung, prostate, or colon cancer. The risk of bias was assessed with the Cochrane Risk of Bias (RoB 2) tool. Meta-analyses were performed using (standardized) mean differences ((S)MD).</p> Results <p>Thirteen RCTs comprising 992 patients were included. No statistically significant effect on pain was found in the meta-analysis (SMD = -0.06 (95% CI -0.32, 0.19), I² = 61%, <i>n</i> = 9 studies). When specifically assessing the EORTC QLQ-C30 symptom scale pain, results suggest a potential beneficial effect, albeit not significant (MD = -5.3 (95% CI -14.0, 3.5), I² = 77%, <i>n</i> = 4 studies).</p> Conclusions <p>Current evidence is insufficient to conclude whether physical exercise is beneficial in reducing pain in patients with metastatic breast, lung, prostate, or colon cancer. Sufficiently powered studies are needed to determine its possible impact.</p> Implications for Cancer Survivors <p>In patients with metastatic cancer, physical exercise does not appear to exacerbate pain and may contribute to its reduction. The presence of pain should not preclude recommending physical exercise as part of supportive care.</p>