Breast cancer is the most prevalent cancer in women worldwide and is the most common cancer diagnosis made during pregnancy or in the postpartum period. When breast cancer is diagnosed either during pregnancy or in the first-year postpartum, it is referred to as pregnancy-associated breast cancer. The aim of this review is to assess existing literature regarding the recommendations and outcomes of participating in exercise for people with pregnancy-associated breast cancer. The occurrence of pregnancy-associated breast cancer is increasing as a growing number of women delay first pregnancies. Women undergoing treatment for pregnancy-associated breast cancer are dealing with both cancer and its treatment as well as a pregnancy or postpartum period, and often encounter symptoms associated with cancer diagnosis and treatment, such as nausea, pain and fatigue while simultaneously navigating a pregnancy or early motherhood. These experiences can be barriers to participating in exercise, despite exercise being associated with numerous benefits for both pregnancy health and breast cancer outcomes. Numerous studies report the benefits of exercising during breast cancer treatment in ameliorating associated symptoms, and some studies report that engaging in exercise can lead to healthier and lower risk pregnancies. However, there is a lack of consensus around appropriate exercise programmes for this specific population. Given the associated benefits of participating in exercise for both breast cancer patients and pregnant/postpartum women as separate groups, research into exercise medicine designed specifically for the pregnancy-associated breast cancer population is needed.