The Scottish Qualifications Authority (SQA) has "cancelled" 118 exam entries in these circumstances in three years.
The figures, revealed after a Freedom of Information request from the Conservatives, also showed there were a further 88 cases between 2010 and 2012 when warnings were given after a pupil took a mobile phone into the exam room but did not have it within reach.
Tory education spokeswoman Liz Smith raised concerns and said: "These figures show that there is still a problem with the fraudulent use of mobile phones during exams and that more work has to be done to tackle the problem."
A booklet produced by the SQA lists a number of items students are not permitted to take into the exam room with them, including mobile phones.
Candidates are warned that "improper conduct" during an exam will be "reported to SQA and investigated".
The booklet explains this could result in students being issued with a warning, losing their right to an appeal, losing marks, having their exam entry in the subject concerned cancelled or, in extreme circumstances, having all their exam entries cancelled.
Pupils are typically given a warning if they are found to have a mobile phone in their possessions in the exam room, if the device is not within their reach.
But if the phone is on their person, the SQA's standard response is to cancel their entry for the exam, resulting in no marks being given.
In its response to the Freedom of Information request from the Tories, the SQA stated: "All mobile phones found in an examination room are confiscated for the duration of the examination and later returned to the candidate.
"If a candidate is found to have a mobile phone on their person, the standard penalty applied is cancellation.
"If a candidate brings a mobile phone into the examination room and the mobile phone is not within his/her reach, the penalty applied is a warning."
The exams body said that in 2012 there were 73 penalties applied after students took mobile phones into the exam room in 2012, including 44 cancellations and 29 cases where pupils were given warnings.
That was higher than 2011 when 64 penalties - 34 cancellations and 30 warnings - were applied.
The SQA figures showed that in 2010 there were 69 cases where penalties were given to students caught with mobile phones, with 40 cancellations and 29 warnings.
Ms Smith said: "There are still far too many pupils facing cancellations of their exam paper and it is clear that there are others who, for one reason or another, are choosing to disregard the very clear instructions issued by SQA and schools."
The Conservative MSP added: "It must be drilled into pupils that cheating of any sort is completely unacceptable.
"Trying to use a mobile phone or any other means to gain unfair advantage is a blatant act of dishonesty and the penalties must fully reflect that.
"The public rightly wants a cast-iron assurance that this type of behaviour will not be tolerated."