This randomized phase II trial studies how well physical activity and dexamethasone work in reducing cancer-related fatigue in patients with cancer that has spread to other places in the body and usually cannot be cured or controlled with treatment (advanced). Dexamethasone is approved for the treatment of tiredness, pain, and nausea. Physical activity may help improve cancer-related fatigue by improvement in symptoms, distress, and overall well-being. It is not yet known whether high dose or low dose dexamethasone combined with physical activity works better in reducing fatigue in patients with advanced cancer.

PRIMARY OBJECTIVES:

1. To determine the feasibility, adherence, and satisfaction with physical activity (PA) plus dexamethasone (PA+ DEX).

SECONDARY OBJECTIVES:

I. To explore the preliminary efficacy of PA+ Hi Dex group (PA for 4 weeks plus high dose dexamethasone for 1 week) and PA + Lo Dex groups (PA for 4 weeks plus low dose dexamethasone for 1 week) on cancer-related fatigue (CRF) as measured by Functional Assessment of Chronic Illness Therapy-Fatigue (FACIT-F) at the end of one week.

II. To explore the effects of PA+ Hi Dex on the various dimensions of CRF (Patient-Reported Outcomes Measurement Information System-Fatigue [PROMIS-F]), i.e., affective/emotional (Hospital Anxiety Depression Scale [HADS]); physical/behavioral (the Multidimensional Fatigue Symptom Inventory-Short Form [MFSI-SF], Pittsburg Sleep Quality Index), physical activity and function (30 second sit-to stand test, six minute walk test) before and after treatment.

OUTLINE: Patients are randomized to 1 of 2 arms.

ARM I: Patients receive high-dose dexamethasone orally (PO) twice daily (BID) for 7 days. Patients also follow a graded resistance exercise program 3 days a week and a walking regimen at least 5 days a week for 4 weeks. The frequency, duration, and intensity of the exercises will be evaluated and adjusted as necessary.

ARM II: Patients receive low-dose dexamethasone PO BID for 7 days. Patients also follow a graded resistance exercise program 3 days a week and a walking regimen at least 5 days a week for 4 weeks. The frequency, duration, and intensity of the exercises will be evaluated and adjusted as necessary.

After completion of study, patients are followed up at day 29 and again after 1 month.

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