Background: Therapeutic exercise has an important role to manage chemotherapy-induced peripheral neuropathy symptoms. However, there is little evidence of its effectiveness. Objective: To synthesize the evidence regarding therapeutic exercise during chemotherapy to improve peripheral neuropathy symptoms. Databases: PubMed, CINAHL, Cochrane Library, PEDro, ScienceDirect, Scopus, Web of Science and BIREME. Methodology: Randomized clinical trials were included. GRADE was used to synthesize evidence and an inverse variance model for meta-analysis. Results: Up to May 2022, 2172 references were analyzed and 14 studies that evaluated 1094 participants were included. The exercises were highly effective in improving pain threshold and moderately effective in improving peripheral neuropathy symptoms at the 8-week follow-up and the 4–24 weeks. Furthermore, the evidence was low in improving thermal threshold, tactile and vibratory sensitivity. Conclusion: Therapeutic exercise generates a significant reduction in peripheral neuropathy symptoms in patients in short- and long-term follow-up with a moderate level of evidence quality.