Objective: Cancer has been hypothesized being influenced by oxidative stress. Physical activity may offer one means for the influence on possible mechanisms operating on malignancy development. Hypothesis holds that physical activity influences on cell homeostasis. Design: Update the evidence on a link between physical activity and cancer of the colon, rectal and colorectal, breast, prostate, lung, endometrial and ovarian, using research studies published between 2004-2006. Review of the accumulated evidence for possible role of oxidative stress in cancer development. Methods: Studies were identified through a systematic review of literature available on the NLM PubMed, Medline, Current Contents, Elsevier-Science Direct databases. Results: The reduction in cancer risk associated with exercise and physical activity was more likely to be found in case-control studies than in cohort studies. The maximal magnitudes of the risk reduction reported were: 63% for colon, 38% for breast cancer, 80% for prostate, 32% for lung, 40% for endometrial, and 33% for ovarian cancer. The available data show that physical activity could modify the tissue redox balance. Conclusion: Recent evidence on the physical activity and cancer risk relation confirms previous findings that moderate in intensity exercise and physical activity prevents against some types of cancer; the best evidence remains for colon and breast cancer. Regular exercise at moderate levels seems to increase level of antioxidant enzymes; this might partially explain the lower cancer risk among physically active people.