The purpose of this study was to assess the effects of an in-hospital exercise intervention during neoadjuvant chemotherapy on the inflammatory profile and immune cell subpopulation in 20 children with solid tumors (control [n = 11] and exercise group [n = 9]). Although no significant interaction (group × time) effect was found with an analysis of variance test, we found a trend toward an interaction effect for natural killer cells expressing the immunoglobulin-like receptor KIR2DS4, with their numbers remaining stable in the exercise group but increasing in controls. Our data support that exercise interventions are safe in pediatric cancer patients with solid tumors during chemotherapy treatment despite its aggressive, immunosuppressive nature.