Most patients treated for breast cancer encounter adverse effects of cancer and its treatment, such as cognitive problems. However, no behavioral interventions are currently available targeting the underlying causes of these cognitive problems. This dissertation describes the results of the Physical Activity and Memory (PAM) study, which investigated the effects of an exercise intervention on cognitive functioning and the brain. In the PAM study, patients treated for breast cancer, who were inactive and showed cognitive problems, were randomized to an exercise intervention group or control group. The exercise intervention consisted of 4 hours/week of aerobic and resistance training for six months, while the control group maintained habitual activity levels. Results did not show significant exercise effects on tested cognitive functioning. Self-reported cognitive functioning did improve, as did physical fitness, fatigue, depressive symptoms, and quality of life. Additionally, no exercise intervention effects were found on brain measures, including brain volume, white matter integrity, and brain perfusion. In patients who reported clinically relevant levels of fatigue, we reported exercise effects on cognitive functioning. Moreover, changes in the brain were described. Exercise has many beneficial effects, and might have additional effects on cognition and the brain in highly fatigued patients. Fatigue might be a side effect of a common underlying mechanism causing cognitive problems in these patients. These results in highly fatigued should first be replicated but are an interesting topic for future research.