Exercise has been shown to improve physical and psychosocial outcomes for people across the cancer care continuum. A proposed mechanism underpinning the relationship between exercise and cancer outcomes is exercise-induced immunomodulation via secretion of anti-inflammatory myokines from skeletal muscle tissue. Myokines have the potential to impair cancer growth through modulation of NK-cells and CD8+ T-cells while improving the effectiveness of cancer therapies. Interleukin-15, is one of the most abundant myokines found in skeletal muscle, has a key immunoregulatory role in supporting the proliferation and maturation of T-cells and natural killer cells which have a key role in the host's immune response to cancer. Furthermore, IL-15 is being explored clinically as an immunotherapy agent with doses similar to the IL-15 concentrations released by skeletal muscle during exercise. Here we review the role of IL-15 within the immune system, examine how IL-15 is produced as a myokine during exercise and how it may improve outcomes for people with cancer, specifically as an adjuvant or neoadjuvant to immunotherapy. We summarise the available evidence showing changes in IL-15 in response to both acute exercise and to training and the results are inconsistent; higher quality research is needed to advance the understanding of how exercise-mediated increases in IL-15 potentially benefit those who are being treated for, or who have had, cancer.