In the past few years, a number of studies, including several conducted at Rutgers University by Dr. Allan H. Conney, director of Rutgers University’s Cullman Laboratory, have strongly indicated that caffeine, whether ingested or applied topically, can reduce the risk of developing skin cancer.
However, one 2007 study conducted by Conney and reported in the Proceedings of the National Academy of Sciences suggests that combining caffeine with exercise can help prevent skin cancer even better than caffeine alone.  The animal study showed that the combination of caffeine and regular exercise helps kill more of the precancerous cells damaged by the sun’s ultraviolet-B (UVB) radiation than caffeine without exercise.
A group of mice drank the human equivalent of one or two cups of coffee a day in the form of caffeinated water, another group ran on an exercise wheel, and a third group both drank the caffeine and also ran on an exercise wheel.

Some precancerous skin cells die naturally through apoptosis, which occurs when the body orders damaged cells to die.  Either caffeine or exercise alone was found to increase the rate of cell death among precancerous cells.  However, the rate of cell death among the precancerous cells was significantly higher in the group that both drank caffeine and exercised as well.
“If apoptosis takes place in a sun-damaged cell, its progress toward cancer will be aborted,” says Conney. “The most dramatic and obvious difference between the groups came from the caffeine-drinking runners, a difference that can likely be attributed to some kind of synergy.”
Other studies have also linked increased exercise and caffeine consumption with a lower risk of other types of cancer.  The mechanisms behind the greater protective effect provided by the two working together are still somewhat of a mystery.

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