Your intense exercise program may need to be modified to accommodate your treatment, whether you're having chemotherapy, radiation, or blood stem cell transplants. The goal is always to preserve your current muscle mass. Exercise is great medicine that research shows boosts energy, mood, and libido, helps preserve range of motion, decreases stress and symptoms of depression and anxiety, and even stimulates your appetite. Gaining weight due to steroids? Exercise can help, says Dr. O'Donnell.