Cancer prehabilitation is the process between the time of cancer diagnosis and the beginning of the active acute treatment; prehabilitation consists of various need-based interventions, e.g., physical activity, a nutritional program, and psychological support. It can be delivered as unimodal or multimodal interventions. Physical activity, including resistant exercise and aerobic activities, has to be tailored according to the patient’s characteristics; nutritional support is aimed at preventing malnutrition and sarcopenia; while psychological intervention intercepts the patient’s distress and supports specific intervention to address it. In addition, multimodal prehabilitation could have a potential impact on the immune system, globally reducing the inflammatory processes and, as a consequence, influencing cancer progression. However, many challenges are still to be addressed, foremost among them the feasibility of prehabilitation programs, the lack of adequate facilities for these programs’ implementation, and the fact that not all prehabilitation interventions are reimbursed by the national health system.