Exercise training and antioxidant supplementation may improve unintentional weight loss and programmed cell death associated with cancer cachexia. The aim of this study was to examine the alterations of body weight and apoptotic indices in skeletal muscle of 4T1 breast cancer-bearing mice with cachexia following 4 weeks of high-intensity interval training (HIIT) and saffron aqueous extract (SAE) supplementation. Female BALB/c mice following induction of breast cancer were divided into (i) controls, (ii) HIIT, (iii) SAE, (iv) HIIT+SAE, and (v) sham groups. Mice were euthanized and gastrocnemius muscle was collected after intervention. The control group elicited a significant weight reduction during third and fourth weeks of tumor injection, while other treatments such as HIIT and SAE, but not HIIT+SAE, showed that they counteracted this adverse event. Furthermore, HIIT and SAE treatments (not HIIT+SAE) demonstrated reduced caspase-3 and Bax levels compared with the control group. The level of Bcl-2 was elevated following both HIIT and SAE treatments compared with the control group. Finally, the ratio of Bcl-2 to Bax was significantly higher in both HIIT and SAE groups, but was lower in HIIT+SAE group compared with sham group. It is likely that either HIIT or SAE intervention alone (not HIIT+SAE) represents a readily applicable approach in the regulation of muscle wasting and apoptosis in cancer cachexia. Novelty HIIT is associated with a reduced risk of cancer-related muscle wasting. SAE enhances the improvement of muscle loss and apoptotic indices. Combination of HIIT and SAE does not improve cancer-related loss of muscle mass and mediate apoptotic activation.