Cancer cachexia is a syndrome characterized by loss of skeletal muscle mass, inflammation, anorexia and anemia, contributing to patient fatigue and reduced quality of life. In addition to nutritional approaches, exercise training (EX) has been proposed as a suitable tool to manage cachexia. In the present work the effect of mild exercise training, coupled to erythropoietin (EPO) administration to prevent anemia, has been tested in tumor-bearing mice. In the C26 hosts, acute exercise does not prevent and even worsens muscle wasting. Such pattern is prevented by EPO co-administration or by the adoption of a chronic exercise protocol. EX and EPO co-treatment spares oxidative myofibers from atrophy and counteracts the oxidative to glycolytic shift, inducing PGC-1α. LLC hosts are responsive to exercise and their treatment with the EX-EPO combination prevents the loss of muscle strength and the onset of mitochondrial ultrastructural alterations, while increases muscle oxidative capacity and intracellular ATP content, likely depending on PGC-1α induction and mitophagy promotion. Consistently, muscle-specific PGC-1α overexpression prevents LLC-induced muscle atrophy and Atrogin-1 hyperexpression. Overall, the present data suggest that low intensisty exercise can be an effective tool to be included in combined therapeutic approaches against cancer cachexia, provided that anemia is coincidently treated in order to enhance the beneficial action of exercise.