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 exam regulator Ofqual.
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.
Ofqual chair Kathleen Tattersall 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."
A spokesman for the Department for Children, Schools and Families (DCSF) said instances of malpractice are still "extremely rare".
"We are absolutely clear that any kind of cheating in exams is unacceptable," he said.
"Ofqual and the awarding bodies take all allegations of cheating extremely seriously to ensure the exam system is not compromised."
Sophisticated mobile phone and communications technology is becoming one of the biggest problems for exams invigilators, the BBC News website reported today.
Schools are being sold detection equipment to help trace devices being secretly used by candidates, as equipment such as concealed ear pieces are now available for students to buy, it said.
Candidates are given warnings not to take mobile phones, or other technology such as MP3 players into exams.
The penalties for being caught can differ in severity.
A student who forgets they have a mobile phone on them may be issued with a warning, an Ofqual spokesman said, while a student caught using a phone in an exam could lose marks or the opportunity to get a grade in the qualification.
A separate report published by Ofqual today found that the number of requests made for students to be given special consideration fell slightly last year.
A request is made if a student is unable to take part of an exam due to illness, injury or unforeseen circumstances.
To qualify, a student must have completed half of the course at A-level or 35 per cent of the course at GCSE. Students are then graded based on the work and exams they have finished.
Last year 18,220 requests were made, compared to 20,025 the year before.
A third report reveals that some 152,000 requests were made for students to be given 25 per cent extra time in an exam, of these 95 per cent were approved.
A further 7,200 requests were made for students to be given extra time with rest breaks - 90 per cent of these were approved.
Jim Sinclair, director of the Joint Council for Qualifications (JCQ) said: "JCQ members take a zero tolerance approach to all forms of cheating in examinations including the possession of unauthorised items such as mobile phones, iPods and MP3/4 players.
"Cheating in an examination is an infringement of the regulations and may lead to disqualification from the current examination and the overall qualification."
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