Objective: To evaluate evidence from published systematic reviews about the effectiveness of exercise interventions on fatigue management in breast cancer patients. Methods: PubMed, Web of Science, the Cochrane Library, the Cumulative Index of Nursing and Allied Health (CINAHL), Embase databases, the China National Knowledge Infrastructure (CNKI), the Wanfang database, the China Biomedical Literature Database (CBM), and the VIP database were searched to identify relevant systematic reviews. The reviews which assessed exercise interventions on cancer-related fatigue (CRF) in breast cancer patients were included. Quality of evidence was evaluated by the Grade of Recommendation, Assessment, Development, and Evaluation (GRADE) tool. The Assessment of Multiple Systematic Reviews (AMSTAR) appraisal tool was used to evaluate the methodological quality of included systematic reviews. Results: Twenty-four systematic reviews met all the inclusion criteria. The overall mean score for AMSATR is 7.38 and ranged from 4 to 10 points. In addition, 21 reviews arrived at positive conclusions, which exercises could reduce CRF, and 3 obtained that exercise does not affect fatigue. As for GRADE, 8 of the reviews were graded as ‘moderate’, 2 of the studies were ‘very low’, and the others were ‘low’. Conclusions: Aerobic and resistance exercise can be regarded as beneficial to CRF in breast cancer patients, and limited evidence exists that yoga had an effect on reducing fatigue. The quality of the current systematic review is still far from satisfactory.