Physical Activity and Dexamethasone in Reducing Cancer-Related Fatigue in Patients With Advanced Cancer

Inclusion Criteria:

* A diagnosis of advanced cancer (defined as metastatic or recurrent) with fatigue \>= 4/10 (0-10 scale) on the Edmonton Symptom Assessment Scale (ESAS)
* The presence of fatigue for at least 2 weeks
* Normal cognition
* Hemoglobin \> 8 g/L within 1 week of enrollment in the study
* A life expectancy of \>= 4 months
* No evidence of significant anxiety or depression as determined by a total HADS scores of \< 21
* Definition of advanced cancer includes those patients who have metastatic or refractory disease according to their treating oncologist
* Patients must be able to understand, read, write, and speak English or Spanish

Exclusion Criteria:

* Patients with a history of hypersensitivity to dexamethasone or having any contraindication to physical activity as determined by the treating physician
* Reports a fall in the past 30 days
* Uncontrolled diabetes mellitus as defined by a random blood sugar of \> 200 mg/dl not being monitored by their primary care physician
* Sepsis and/or acute, chronic, or ongoing infections that are currently being treated with systemic antimicrobials
* Will exclude patients with current, active peptic ulcer disease
* Neutropenia as defined by an absolute neutrophil count (ANC) of \< 1000 cells/mm
* Regular participation in moderate- or vigorous-intensity physical activity for \>= 30 minutes at least 5 times a week and strength training for \>= 2 days
* Severe cardiac disease (New York Heart Association functional class III or IV) or coronary artery disease