Background: Numerous studies emphasize the positive effects of physical activity on health and well-being in cancer patients. The effects of physical activity on the working lives of cancer patients have received less attention. The aim of the present study was to examine the association between physical activity and work status in employees with cancer, and the mediating role of return to work self-efficacy (RTWSE) in this association. Methods: Data from questionnaires (physical activity, RTWSE, performance status, sociodemographic), patient records, and Danish national registries (work status, education) were collected for 217 employees initiating chemotherapy for cancer. The associations of physical activity at baseline with work status at baseline and at twelve months follow-up, respectively, were estimated with logistic regression. The mediating role of RTWSE was investigated using the Sobel Goodmann test. Results: Employees with moderate (> 30 min/day) or high (> 150 min/day) levels of current daily activity at baseline had significantly increased odds for working at baseline (OR = 2.83, 95%CI = 0.73-10.96 and OR = 6.13, 95%CI = 1.68-22.40, respectively) and at twelve months (OR = 3.90, 95%CI = 1.19-12.77 and OR = 3.43, 95%CI = 1.12-10.51, respectively), compared to sedentary employees. Likewise, employees, physically active in their leisure time (light or vigorous psychical activity) for 2-4 h/week or > 4 h/week of light activity at baseline, had increased odds for working at twelve months (OR range = 1.20 (95%CI = 0.40-3.61)-5.39(95%CI = 0.78-37.32)), compared to sedentary employees. RTWSE was not found to mediate the observed associations. Conclusions: Physical activity appears positively associated with work status in employees undergoing treatment for cancer in the twelve months period after initiating chemotherapy.