The aim of the clinical trial is to determine whether regular exercise can reduce fatigue in adult patients with stage IIb-IV melanoma undergoing immunotherapy or targeted therapy. Additionally, we will investigate whether a supervised exercise program improves patients' quality of life, cognitive skills, and physical fitness compared to a control group without structured exercise. We will also examine other health outcomes and various blood parameters, such as interleukins and metabolites, to understand how regular activity can affect metabolism and immune function. After the initial assessment at the clinic, patients will be randomly assigned to two groups. Those in the intervention group will participate in a 12-week exercise program, which includes a 60-minute personalized and supervised online training session twice a week. In weeks 3, 6, and 9, one training session will be held at the clinic. Furthermore, patients in the intervention group are encouraged to complete a self-administered 20-minute exercise session once a week. The control group will not receive a supervised exercise program. Following the 12-week intervention period, another assessment will be conducted at the clinic. All patients will then enter a 6-week follow-up phase, during which neither group will receive supervised exercise training. After this follow-up phase, a final assessment of all outcomes will take place at the clinic.