The narrative review addresses the evidence that physical activity can improve the results of prevention and treatment and of the conditions that feature increased risks of their development with aging. The main attention is paid to cancer and problems arising because of physical activity limitations associated with COVID-19 pandemic. To promote physical activity, which is known to reduce the risks of COVID-19 complications and of cancer, it is important to help patients and physicians in understanding the reasons why physical activity can be beneficial, more than the pharmacological means thought to reproduce some of its effects, in cancer prevention and treatment upon all differences between the locations of tumors and the pathways of carcinogenesis. Therefore, the physiological and molecular mechanisms behind the usefulness of physical activity in oncology are discussed. Based on this discussion, data on quantitative relationships between oncological risks, physical activity, and the use of its alleged pharmacological mimetics are addressed.