Patients with advanced cancer frequently experience anxiety, depression and poor quality of life (QOL), as well as physical symptoms such as fatigue and weakness. Physical exercise has potential to help control these symptoms but the optimal training prescription is still not clear. We performed a study comparing medical Qigong (QG) and standard endurance and strength training (SET) in patients with advanced stage non-small cell lung (NSCLC) and gastrointestinal (GI) cancers. A randomized, cross-over study was performed in patients with advanced NSCLC and GI cancers receiving or eligible for chemotherapy. Patients received supervised QG or SET twice-weekly for 6 weeks. Psychological functioning, QOL, symptoms and physical functioning were assessed before and after each intervention period. Nineteen patients completed both interventions. Comparing interventions revealed no difference between QG and SET on change in anxiety or depression scores or QOL. However, SET treatment was better at improving perceived strength (P = 0.05) and walking distance (P = 0.02). The order in which interventions were performed had a significant impact on the improvement in certain symptoms (sleep quality, breathlessness, P < 0.05), QOL (P = 0.01) and walking distance (P = 0.008). In all cases, the beneficial effects of the exercise interventions were markedly reduced during the second interval. QG and SET are equivalent in their impact on many aspects of psychological function in cancer patients. However, SET leads to greater improvements in exercise capacity and helps reduce some symptoms. The reduction in beneficial effect of SET on exercise function when offered as the second intervention is a new finding that warrants further study.