Interactions between circulating tumour cells (CTCs) and platelets are thought to inhibit natural killer(NK)-cell-induced lysis. We attempted to correlate CTC numbers in men with advanced prostate cancer with platelet counts and circulating lymphocyte numbers. Sixty-one ExPeCT trial participants, divided into overweight/obese and normal weight groups on the basis of a BMI ≥ 25 or <25, were randomized to participate or not in a six-month exercise programme. Blood samples at randomization, and at three and six months, were subjected to ScreenCell filtration, circulating platelet counts were obtained, and flow cytometry was performed on a subset of samples (n = 29). CTC count positively correlated with absolute total lymphocyte count (r2 = 0.1709, p = 0.0258) and NK-cell count (r2 = 0.49, p < 0.0001). There was also a positive correlation between platelet count and CTC count (r2 = 0.094, p = 0.0001). Correlation was also demonstrated within the overweight/obese group (n = 123, p < 0.0001), the non-exercise group (n = 79, p = 0.001) and blood draw samples lacking platelet cloaking (n = 128, p < 0.0001). By flow cytometry, blood samples from the exercise group (n = 15) had a higher proportion of CD3+ T-lymphocytes (p = 0.0003) and lower proportions of B-lymphocytes (p = 0.0264) and NK-cells (p = 0.015) than the non-exercise group (n = 14). These findings suggest that CTCs engage in complex interactions with the coagulation cascade and innate immune system during intravascular transit, and they present an attractive target for directed therapy at a vulnerable stage in metastasis.