Objective: To explore the mediating role of social support in medical coping style and benefit finding of cancer patients, as well as the moderating effect of physical exercise on patients’ medical coping mode and benefit finding. Methods: Three hundreds and fifty cases of hospitalized cancer patients were included as the research object from February to December in 2015, and the general information and clinical data of questionnaire, Social Support Scale, Medical Coping Mode Questionnaire, Benefit Finding Scale were adopted to identify the correlations between medical coping and benefit finding. Results: The dimensions of medical coping mode were correlated to benefit finding in different degrees (r=0.562, r=−0.101, r=−0.109; P<0.05), which showed that benefit finding and medical coping mode are related to each other; when social support was included in the regression equation, regression coefficient of medical coping mode’s prediction on benefit finding decreased; taking physical exercise and social support and their interaction as variables into regression equation, the changes of R2 in medical coping dimensions were significantly different (P<0.01), and the non-standardized regression coefficient β of interactive variables was also significantly different (P<0.01). The interaction of physical exercise and social support in the prediction effect on the relationship between medical coping mode-avoidance/confrontation and benefit finding was significant. Conclusion: Social support in the medical coping style on the prediction of the disease benefit sense plays a partly intermediary role; regulating effect of physical exercise on the medical coping style on the prediction of disease benefit sense plays; physical exercise has a moderating effect on the mediating effect of social support.