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Surgical resection appears to be the most effective treatment for early-stage non-small cell lung cancer. Recent studies suggest that perioperative pulmonary rehabilitation improves functional capacity, reduces mortality and postoperative complications and enhances recovery and quality of life in operated patients. Our aim is to analyse and identify the most recent evidence-based physical exercise interventions, performed before or after surgery. We searched in MEDLINE, EMBASE, CINAHL, Cochrane Library and PsycINFO. We included randomised controlled trials aimed at assessing efficacy of exercise-training programmes; physical therapy interventions had to be described in detail in order to be reproducible. Characteristics of studies and programmes, results and outcome data were extracted. Six studies were included, one describing preoperative rehabilitation and three assessing postoperative intervention. It seems that the best preoperative physical therapy training should include aerobic and strength training with a duration of 2–4 weeks. Although results showed improvement in exercise performance after preoperative pulmonary rehabilitation, it was not possible to identify the best preoperative intervention due to paucity of clinical trials in this area. Physical training programmes differed in every postoperative study with conflicting results, so comparison is difficult. Current literature shows inconsistent results regarding preoperative or postoperative physical exercise in patients undergoing lung resection. Even though few randomised trials were retrieved, treatment protocols were difficult to compare due to variability in design and implementation. Further studies with larger samples and better methodological quality are urgently needed to assess efficacy of both preoperative and postoperative exercise programmes.