Exercise is known to help the immune function of cancer survivors after cancer cell removal, but there is little information about the effect of exercise on ovarian cancer survivors. We conducted this study to investigate the effects of exercise training on the physical fitness and innate immunity of ovarian cancer survivors (OCS). Twenty-seven OCS between forty-two and sixty-one years of age volunteered for this study. The participants were divided into a control group (COG, n = 15) and an exercise group (EXG, n = 12). The mean (SD) age was 51.07 (5.67) years, and the mean post-operation period was 45.96 (5.88) months. EXG participated in regular exercise training 6 days a week for 12 weeks. Body weight, fat mass, and body mass index of EXE were significantly decreased compared with those of COG. The muscle mass in EXE was increased compared to that of COG. Physical fitness factors showed positive changes in EXG compared to COG. We found that exercise training enhanced lymphocyte and neutrophil counts of leucocytes and total natural killer (NK) and natural killer T (NKT) cell counts of lymphocytes through improved body composition and physical fitness after 12 weeks. Moreover, we found that improved innate immune cells through the exercise program were achieved through an increase in NKG2D+NK receptors and a decrease in KIR2DL3+NK receptors in OCS.