The Combined Aerobic and Resistance Exercise Trial tested different types and doses of exercise in breast cancer patients receiving chemotherapy. Here, we explore potential moderators of the exercise training responses. Breast cancer patients initiating chemotherapy (N ¼ 301) were randomly assigned to three times a week, supervised exercise of a standard dose of 25–30 min of aerobic exercise, a higher dose of 50–60 min of aerobic exercise, or a higher dose of 50–60 min of combined aerobic and resistance exercise. Outcomes were patient-reported symptoms and health-related fitness. Moderators were baseline demographic, exercise/fitness, and cancer variables. Body mass index moderated the effects of the exercise interventions on bodily pain (P for interaction ¼ 0.038), endocrine symptoms (P for interaction ¼ 0.029), taxane/neuropathy symptoms (P for interaction ¼ 0.013), aerobic fitness (P for interaction ¼ 0.041), muscular strength (P for interaction ¼ 0.007), and fat mass (P for interaction ¼ 0.005). In general, healthy weight patients responded better to the higher-dose exercise interventions than overweight/obese patients. Menopausal status, age, and baseline fitness moderated the effects on patient-reported symptoms. Premenopausal, younger, and fitter patients achieved greater benefits from the higher-dose exercise interventions. Healthy weight, fitter, and premenopausal/younger breast cancer patients receiving chemotherapy are more likely to benefit from higher-dose exercise interventions.