Exercise training reduces the incidence of several cancers, but the mechanisms underlying these effects are not fully understood. Exercise training can affect the spleen function, which controls the hematopoiesis and immune response. Analyzing different cancer models, we identified that 4T1, LLC, and CT26 tumor-bearing mice displayed enlarged spleen (splenomegaly), and exercise training reduced spleen mass toward control levels in two of these models (LLC and CT26). Exercise training also slowed tumor growth in melanoma B16F10, colon tumor 26 (CT26), and Lewis lung carcinoma (LLC) tumor-bearing mice, with minor effects in mammary carcinoma 4T1, MDA-MB-231, and MMTV-PyMT mice. In silico analyses using transcriptome profiles derived from these models revealed that platelet factor 4 (Pf4) is one of the main upregulated genes associated with splenomegaly during cancer progression. To understand whether exercise training would modulate the expression of these genes in the tumor and spleen, we investigated particularly the CT26 model, which displayed splenomegaly and had a clear response to the exercise training effects. RT-qPCR analysis confirmed that trained CT26 tumor-bearing mice had decreased Pf4 mRNA levels in both the tumor and spleen when compared to untrained CT26 tumor-bearing mice. Furthermore, exercise training specifically decreased Pf4 mRNA levels in the CT26 tumor cells. Aspirin treatment did not change tumor growth, splenomegaly, and tumor Pf4 mRNA levels, confirming that exercise decreased non-platelet Pf4 mRNA levels. Finally, tumor Pf4 mRNA levels are deregulated in The Cancer Genome Atlas Program (TCGA) samples and predict survival in multiple cancer types. This highlights the potential therapeutic value of exercise as a complementary approach to cancer treatment and underscores the importance of understanding the exercise-induced transcriptional changes in the spleen for the development of novel cancer therapies.