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Exercise is an effective non-pharmacological intervention to alleviate the high symptom burden and mitigate declines in physical function and quality of life for breast cancer patients undergoing chemotherapy. Its integration into routine supportive care is challenged by clinicians’ uncertainty in assessing dynamic, treatment-specific risks. This study aimed to develop a consensus-based safety assessment tool to facilitate the safe implementation of exercise as part of individualized supportive care. A multi-method, two-phase study was conducted (scoping review followed by Delphi consensus, rather than a mixed-methods design, as the phases were conducted sequentially without formal integration of qualitative and quantitative data). First, a preliminary checklist was drafted via a structured scoping review of guidelines, literature, and existing tools (2012–2025). Second, a three-round modified online Delphi consensus process was undertaken with a multidisciplinary panel of 20 experts (clinical oncology, oncology nursing, exercise physiology, physical therapy). Consensus was defined a priori as ≥ 80% agreement on relevance, with a median ≥ 4.0 on a 5-point Likert scale. Items were revised iteratively based on quantitative ratings and qualitative feedback. All panelists (100%) completed all rounds. Final consensus was achieved on a 25-item checklist, structured into four domains: (1) Medical & Treatment-Related Factors (e.g., neutropenia, timing post-infusion), (2) Symptom Burden (e.g., severe fatigue, pain), (3) Functional & Mobility Considerations (e.g., neuropathy, balance issues), and (4) Patient-Specific Context (e.g., comorbidities, anxiety). A novel risk stratification guide translates checklist findings into a three-tiered decision pathway: “Red Light” (defer exercise, consult oncology/supportive care team), “Yellow Light” (proceed with tailored modifications), and “Green Light” (proceed with personalized prescription). This provides a clear framework for clinical decision-making. This Delphi study establishes a multidisciplinary expert consensus on a pragmatic safety assessment checklist and decision pathway. The tool is designed to empower oncology and supportive care clinicians, particularly nurses, in integrating personalized exercise into symptom management plans safely. By standardizing risk evaluation, it addresses a key barrier to implementing exercise as supportive care and may enhance patient-clinician communication. The present study establishes content validity—the essential first step in tool development. Following the MRC framework for complex interventions, the next phases will involve: (1) a pilot feasibility study to establish administration protocols, assess acceptability, and refine items; (2) a prospective implementation study to evaluate impact on clinical decision-making and patient outcomes. Future research must also validate its feasibility and impact on symptom outcomes and quality of life, and explore its adaptation for patients with advanced disease, with explicit involvement of palliative care specialists.