This clinical trial studies how well exercise training works in improving immune activity and treatment tolerance and response in patients with non-small cell lung cancer (NSCLC) who are receiving immunotherapy. Immunotherapy may induce changes in the body's immune system and may interfere with the ability of tumor cells to grow and spread. The use of immunotherapy for the treatment of NSCLC has been rapidly increasing. Although immunotherapy have shown great potential in cancer therapy, not all patients benefit from this therapy and resistance to it can occur. This could be due to poor immune activity. It has been shown that exercise can enhance systemic immune activity in various ways. The exercise training used in this study is aerobic interval training. Aerobic interval training increases the heart rate and the body's use of oxygen and alternates short periods of intense aerobic exercise with less intense recovery periods. This may cause biological changes which may improve immune activity and treatment response in patients with NSCLC who are receiving immunotherapy.

OUTLINE: Patients are randomized to 1 of 2 arms.

ARM I: Patients complete virtual home-based aerobic interval training sessions with a trained exercise specialist via stationary bike over approximately 60 minutes once a week (QW) during weeks 1-4, twice a week (BIW) during weeks 5-8, and three times a week (TIW) during weeks 9-24 in the absence of unacceptable toxicity. Patients also receive a stationary bike, heart rate (HR) monitor, blood pressure (BP) monitor, oxygen saturation (SPO2) monitor, and a general healthy lifestyle guidebook for cancer patients and survivors on study. Patients also undergo blood sample collection, dual-energy x-ray absorptiometry (DEXA), pulmonary function test (PFT), physical fitness and function tests, and questionnaires throughout the study.

ARM II: Patients receive a general healthy lifestyle guidebook for cancer patients and survivors on study. Patients also undergo blood sample collection, DEXA, PFT, physical fitness and function tests, and questionnaires throughout the study.

After completion of study intervention, patients are followed up at week 26 and then every 3 months up to the completion of immunotherapy.

Inclusion Criteria:

• Age ≥ 18 years.
• Histologically diagnosed with NSCLC.
• Currently receiving immunotherapy with a minimum of one month of treatment completed.
• Having a plan to continue immunotherapy for at least 24 weeks (i.e., study intervention period) at the time of recruitment.
• Eastern Cooperative Oncology Group (ECOG) Performance Status of 0-2, indicating the ability to fulfill physical fitness and function assessments.
• Able to understand and willingness to provide study consent.

Exclusion Criteria:

• Participating in ≥ 150 minutes of moderate-to-vigorous aerobic exercise per week over the past month. This study targets insufficiently active persons to assess the effect of the described exercise intervention, where additional exercise done regularly will contaminate the intervention outcomes.
• Having medical conditions clinically unstable or uncontrollable, with medications that are deemed high-risk for exercise participation by the study team in consultation with the treating oncologist, using the electric medical record (EMR) and Physical Activity Readiness Questionnaire (PAR-Q). This includes but is not limited to: recent (< 6 months) myocardial infarction, uncontrolled arrhythmias, decompensated heart failure, unstable angina, symptomatic severe aortic stenosis, uncontrolled hypertension (≥ 180/110 mmHg), uncontrolled diabetes (hemoglobin A1c [HbA1c] > 10% with symptoms), severe chronic obstructive pulmonary disease requiring hospitalization in past 3 months, and bone metastases with imminent fracture risk. These exclusions are based on the American College of Sports Medicine (ACSM)'s Guidelines for Exercise Testing and Prescription and the American Association of Cardiovascular and Pulmonary Rehabilitation (AACPR)'s Guidelines for Cardiac Rehabilitation Programs for safe exercise in clinical populations.
• Having a high risk for noncompliance with study procedures, including but not limited to: informed consent, participation in outcome assessments, completion of fasting blood draws, attendance at scheduled sessions, adherence to supervised virtual exercise sessions, and appropriate use of provided monitoring equipment (e.g., heart rate monitor, blood pressure monitor, SpO2 monitor). This determination will be based on a composite assessment of the following factors: history of missed oncology appointments (i.e., three or more uninformed no-shows in the prior six months) and poor responsiveness to study communications (i.e., three or more repeated unreturned calls or emails during the recruitment stage). We will also consider any demonstrated difficulty following instructions during initial scheduling or onboarding, or clinical concern raised by the referring provider. Participants meeting one or more of these criteria likely to impair participation will be considered ineligible.
• Patients who are non-English speaking that would prevent their participation in the participant survey.