This systematic review aims to get insight into the feasibility of cardiopulmonary exercise testing (CPET) in patients with cancer prior to a physical exercise programme. We will focus on quality (defined as the adherence to international guidelines for methods of CPET) and safety of CPET. Furthermore, we compare the peak oxygen uptake (V̇O2peak) values of patients with cancer with reference values for healthy persons to put these values into a clinical perspective. A computer aided search with ‘cardiopulmonary exercise testing’ and ‘cancer’ using MEDLINE, EMBASE, Pedro, CINAHL® and SPORTDiscus™ was carried out. We included studies in which CPET with continuous gas exchange analysis has been performed prior to a physical exercise programme in adults with cancer. Twenty studies describing 1158 patients were eligible. Reported adherence to international recommendations for CPET varied per item. In most studies, the methods of CPET were not reported in detail. Adverse events occurred in 1% of patients. The percentage V̇O2peak of reference values for healthy persons varied between 65% and 89% for tests before treatment, between 74% and 96% for tests during treatment and between 52% and 117% for tests after treatment. Our results suggest that CPET is feasible and seems to be safe for patients with cancer prior to a physical exercise programme. We recommend that standard reporting and quality guidelines should be followed for CPET methods. The decreased V̇O2peak values of patients with cancer indicate that physical exercise should be implemented in their standard care.