Background Several meta-analyses have examined the role of exercise interventions in improving psychological outcomes in cancer survivors but most did not focus on adjuvant therapy period and did not investigate the optimal dose of exercise needed. The present meta-analysis examines the impact of exercise interventions delivered at this particular period on fatigue, anxiety, depression, and quality of life (QoL) as well as dose-response relationships between volume of prescribed exercise and these psychological outcomes. Materials and methods Randomized, controlled trials that proposed an exercise intervention to patients with breast cancer undergoing chemotherapy and/or radiotherapy were systematically identified and coded. Psychological outcomes effect sizes were calculated and analyzed for trends using linear and quadratic regressions. Results Pooled effects of the 17 included studies revealed improvement for all outcomes, significant for fatigue, depression, and QoL with pooled estimates ranging from 0.2 to 0.5 favoring intervention. Significant inverse associations of the volume of prescribed exercise with fatigue and QoL were observed. Conclusions Exercise intervention improved fatigue, depression, and QoL in patients with breast cancer receiving adjuvant therapy. Prescription of relatively low doses of exercise (<12 MET h/week) consisting in ∼90-120 min of weekly moderate physical exercise seems more efficacious in improving fatigue and QoL than higher doses.