PURPOSE To provide guidance on exercise, diet, and weight management during active cancer treatment in adults. METHODS A systematic review of the literature identified systematic reviews and randomized controlled trials evaluating the impact of aerobic and resistance exercise, specific diets and foods, and intentional weight loss and avoidance of weight gain in adults during cancer treatment, on quality of life, treatment toxicity, and cancer control. PubMed and the Cochrane Library were searched from January 2000 to May 2021. ASCO convened an Expert Panel to review the evidence and formulate recommendations. RESULTS The evidence base consisted of 52 systematic reviews (42 for exercise, nine for diet, and one for weight management), and an additional 23 randomized controlled trials. The most commonly studied types of cancer were breast, prostate, lung, and colorectal. Exercise during cancer treatment led to improvements in cardiorespiratory fitness, strength, fatigue, and other patient-reported outcomes. Preoperative exercise in patients with lung cancer led to a reduction in postoperative length of hospital stay and complications. Neutropenic diets did not decrease risk of infection during cancer treatment. RECOMMENDATIONS Oncology providers should recommend regular aerobic and resistance exercise during active treatment with curative intent and may recommend preoperative exercise for patients undergoing surgery for lung cancer. Neutropenic diets are not recommended to prevent infection in patients with cancer during active treatment. Evidence for other dietary and weight loss interventions during cancer treatment was very limited. The guideline discusses special considerations, such as exercise in individuals with advanced cancer, and highlights the critical need for more research in this area, particularly regarding diet and weight loss interventions during cancer treatment. Additional information is available at www.asco.org/supportive-care-guidelines .