Lung cancer is the second most common cancer in men and women in the United States and survival rates are starting to rise. Improving survival rates creates a need for studies of lung cancer survivors that focus on improving the chronic management of lung cancer, including offsetting declines in physical function and mitigating persistent treatment related symptoms, in order to optimize quality of life. The purpose of this dissertation was to understand how physical function changes among lung cancer survivors and how exercise may serve as a possible rehabilitative strategy to restore independence. Four specific aims were set to achieve this purpose: 1) Describe inter-individual differences in the pattern and rate of change of self-reported physical functioning and associated symptoms over one year in lung cancer survivors; 2) Describe the application of exercise as a strategy to improve outcomes in lung cancer patients and specifically summarize the methodology and reporting of exercise interventions in controlled trials; 3) Describe the application of yoga as a strategy to improve outcomes in all cancer types and specifically summarize the methodology and reporting of yoga interventions in controlled trials; 4) Determine the feasibility and preliminary efficacy of a progressive yoga exercise training program to improve physical function during lung cancer treatment.