Breast, prostate, and colorectal cancers are the most common cancers and have the highest mortality rates worldwide. Objective: To determine the benefits of continuous training at moderate and high intensity on quality of life, fatigue and sarcopenia in breast, prostate, and colorectal cancer. Method: A quasi-experimental study was performed with 356 patients with stage II breast cancer. The patients were distributed in 2 groups, and EORTC QLQ C-30 scale, FACT- Fatigue Scale, quality of life test, stress test, dynamometry and others were carried out. Results: The study population presented with sarcopenia. At the end of the study, the prevalence of sarcopenia decreased significantly (GE1: 31 % [before] vs. 24 % [after], and GE2: 38 % [before] vs. 19 % [after]; P ≤ 0.05). As did the values for fatigue (GE1: 17.3 ± 3.8 [before] vs. 10.4 ± 2.5 [after], and GE2: 19.6 ± 4.2 [before] vs. 9.4 ± 3.1 [after]; P = 0.012) and in the quality-of-life questionnaire (GE1: 61.7 ± 10.4 [before] vs. 69.5 ± 14.4 [after]; GE2: 76.5 ± 7.4 [before] vs. 106; P = 0.005). Conclusion: Continuous training at moderate and high intensity inevitably improved the variables evaluated, especially quality of life, fatigue, and sarcopenia. It should be noted that the improvements were more notable in the high intensity group.