After breast cancer (BC) surgery, women may experience a physical decline. The effect of physical activity (PA) on the course of recovery after BC surgery has not yet been thoroughly examined. To analyze the impact of physical activity performed by women undergoing breast cancer surgery on measures of function, range of motion, and self-efficacy. A prospective study was carried out in 157 patients who underwent surgery for BC between October 2018 and April 2019, divided into four groups according to the intensity of PA with 6 months follow-up. 50 sedentary patients and 107 active patients were enrolled; the mean age was 52.6. Women who performed physical activity, moderate to vigorous, demonstrated lower function disabilities (QuickDASH 2.22) compared with inactivity or light physical activity (QuickDASH 7.0, p < 0.001), with better shoulder flexion (159.0° vs. 150.7°, p = 0.007) and abduction (159.5° vs. 152.2°, p = 0.008). Higher PA levels, displayed in higher self-efficacy reports (9.5 vs. 8.8, p = 0.002), and return to prior job status (0.005). The PA level does not influence pain at one, three and 6 months postoperatively (p = 0.278, p = 0.304 and p = 0.304 respectively). High PA levels increase the risk of axillary web syndrome (p = 0.041), although, it reduces the incidence of chronic pain (p = 0.007). Women who practice physical activity recover better from BC surgery than sedentary women. The higher the intensity and frequency of training, the better the results. Vigorous activity cause axillary web syndrome, despite, it has a beneficial effect on lowering the rate of chronic pain.