Purpose: The aim of this study was to determine the feasibility and effectiveness of implementing a novel exercise and self-management programme for women with breast cancer during chemotherapy. Method: The study used a pilot implementation design with a randomized controlled trial methodology. The 26 participants were adult breast cancer survivors (Stages 1–3) undergoing chemotherapy treatment. The intervention group received eight sessions of individualized, supervised, moderate-intensity aerobic exercise, paired with self-management modules in the cancer institution; the comparison group received usual care. The primary outcome assessed was feasibility of the implementation strategies. The secondary outcomes – level of physical activity, quality of life, exercise knowledge and behaviour, and perception of health status – were assessed at baseline, post-intervention, and 2- and 4-month follow-up. Descriptive statistics were used to measure the feasibility outcomes (recruitment rate, retention rate, adherence rate, and number of adverse events). A repeated-measures analysis of covariance was used to compare the secondary outcomes between the intervention and control groups at various time points. Results: The recruitment rate was 96%, retention rate was 100%, and adherence rate was 89%. No adverse events occurred. A between-groups difference was found for levels of physical activity post-intervention (mean difference = 25.38 points on the Godin Leisure-Time Exercise Questionnaire; 95% CI: 9.34, 41.42). There were no other significant findings. Conclusions: The implementation strategy was feasible. This programme has the potential to improve women’s physical activity level during chemotherapy. Further research is needed to determine strategies to help survivors maintain these results over the long term.