The experimental study design can yield valuable information in measuring the association between physical activity and occurrence of cancers. Randomized clinical exercise trials can provide insight into the avenues through which physical activity might affect cancer development and can provide experience with diffusing an exercise intervention into certain populations. This report describes the potential utility of the randomized clinical trial design in providing answers about bias, mechanisms, behavior change, and dose-response in defining the causal pathway between physical activity and cancer. The challenges and limitations of exercise clinical trial are discussed. The research experience in cardiovascular disease and exercise is used as a model for developing a research agenda to explore the potential role of physical activity as a cancer-prevention modality. We recommend that a series of small clinical trials of exercise interventions be conducted to measure exercise change effects on biomarkers for cancer risk, to learn about exercise behavior change in individuals at risk for cancer, and to serve as feasibility studies for larger randomized controlled trials of cancer and precursor end points and for community intervention studies.