Patients with pituitary tumors may experience persistent fatigue and reduced physical activity, based on subjective measures after treatment. These symptoms may persist despite gross total resection of their tumors and biochemical normalization of pituitary function. While reduced quality of life has been commonly acknowledged in pituitary tumor patients, there is a lack of studies on what interventions may be best implemented to ameliorate these issues, particularly when hormonal levels have otherwise normalized. Aerobic exercise programs have been previously described to ameliorate symptoms of chronic fatigue and reduced physical capacity across a variety of pathologies in the literature. As such, a prescribed aerobic exercise program may be an underrecognized but potentially impactful intervention to address quality of life in pituitary tumor patients. This review seeks to summarize the existing literature on aerobic exercise interventions in patients with pituitary tumors. In addition, future areas of study are discussed, including tailoring exercise programs to the hormonal status of the patient and incorporating more objective measures in monitoring response to interventions.