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It has been shown that exercise has a direct impact on tumor growth along with functional improvement. Previous studies have shown that exercise decreases the risk of cancer recurrence across various types of cancer. It was indicated that exercise stimulates the immune system to fight cancer. Previous study demonstrated that pulsed-wave ultrasound hyperthermia (pUH) combined with PEGylated liposomal doxorubicin (PLD) and chloroquine (CQ) inhibits 4T1 tumors growth and delays their recurrence. In this study, we investigated if the combinatorial treatment with high-intensity interval training (HIIT) combined with pUH-enhanced PLD delivery and CQ improved the outcome. The mouse experiment composed of three groups, HIIT+PLD+pUH+CQ group, PLD+pUH+CQ group, and the control group. HIIT+PLD+pUH+CQ group received 6 weeks of HIIT (15 min per day, 5 days per week) before 4T1 tumor implantation. Seven days later, they received therapy with PLD (10 mg/kg) + pUH (3 MHz, 50% duty cycle, 0.65 W/cm2, 15min) + CQ (50 mg/kg daily). Results showed that HIIT+PLD+pUH+CQ significantly reduced the tumor volumes and brought about longer survival of tumor-bearing mice than PLD+pUH+CQ did. Blood cell components were analyzed and showed that neutrophil and reticulocytes decreased while lymphocytes increased after exercise.