The most common offence was smuggling banned items, such as mobile phones, calculators, dictionaries or study guides, into the exam hall, according to a report by the exam regulator.
In nearly half of cases (49 per cent) students lost marks, and in one in six cases (15 per cent), pupils lost the chance to gain a qualification.
In a third of cases (37 per cent) candidates were issued a warning.
In total, 4,415 penalties were issued to candidates in England, Wales and Northern Ireland during the June 2009 exam series, up from 4,156 in 2008 - a rise of 6.2 per cent.
Overall though, the penalties totalled 0.03 per cent of all exams taken by students.
The findings show that candidates were punished 1,897 times for taking unauthorised material into an exam, 1,084 penalties were for copying, collusion or plagiarism, while a further 349 were for writing offensive, obscene or inappropriate comments on exam papers or coursework.
Students were thrown out 539 times for being disruptive, and failed to follow instructions 240 times.
In 220 cases, candidates had been caught receiving, exchanging or attempting to pass information that could relate to an exam.
There were also 86 ''other'' cases, which involved impersonation, theft, destruction of work, altering results and misusing exam papers.
Ofqual's report also reveals that 88 penalties were issued to teachers and other exam staff for cheating.
The majority of those (58) were because teachers had given candidates help.
And 70 penalties were given to schools and other exam centres, most of these (48) were due to schools not following the requirements of an exam.
In two cases there had been a breach of security, and in 20 cases the school or college concerned had given help to students.
Kathleen Tattersall, Ofqual chair, said: ''As regulator it is our role to ensure that fair systems are in place and that these are followed correctly.
''We require that awarding bodies report annually on the number of candidates notified as having particular requirements and the number of malpractice incidents reported and investigated.
''These figures provide invaluable information regarding the examination season and allow us to check that the systems put in place to protect learners are followed.''