Background: In early breast cancer (BC), pathological complete response (pCR) is an efficacy endpoint of neoadjuvant chemotherapy (ChT) and percentage of tumor-infiltrating lymphocytes (TILs) is a prognostic biomarker. Although exercise training is an evidence-based supportive care across the BC journey, one open question is its impact on the antitumor effect of neoadjuvant ChT. The authors aim to investigate the effects of a supervised exercise training program (STEP) in pCR and TILs in BC women undergoing neoadjuvant ChT. Methods: MAMA_MOVE_Gaia on Treatment (ISRCTN, ISRCTN32617901) is randomized controlled trial in which women with early BC undergoing anthracycline containing ChT were randomized in a 1:1 ratio to a SETP or to usual care, close to recruitment in January 2022. For this exploratory analysis, we retrospectively identified patients who underwent neoadjuvant ChT, and compare pCR and TILs between the two arms. Results: Sixty-four participants were included, aged from 26 to 72 years old (mean = 50.3, SD = 10.1) majority with stage II and III (n = 58, 90,6%) and HER2+ (n = 23, 35.9%) or triple negative (n = 19, 29.7%) disease. The pCR in STEP arm had a prevalence of 56.7% and in the usual care arm of 55.9%(p = 0.950). In the STEP arm median TILs were, for the biopsy and tumor site, of 5.0 (range 0.0-80.0) and 5.0 (range 5.0-30.0). In the usual care arm, median TILs were, for the biopsy and tumor site, of 5.0 (range 0.0-90.0) and 0.0 (range 0.0-30.0). There was no difference between groups for TILs of the biopsy (p = 0.907). Higher TILs of the tumor site was marginally associated with the STEP arm (p = 0.082). Conclusions: Despite the results obtained, it is believed that a larger sample may lead to different results. However, these data could also support future research in this field, bringing new insights for cancer survivors continuum of care.