Substantial physical and functional deconditioning and diminished psychological wellbeing are all potential adverse effects of allogeneic stem cell transplantation (allo-HSCT). The aim of this study was to evaluate the feasibility, safety and benefits (physical and functional capacity) of a 4-6 week supervised and structured mixed-type exercise, progressive relaxation and psychoeducation programme in patients undergoing allo-HSCT. Nineteen patients were randomized to an intervention or a conventional care group (CC) and were tested for physical and functional capacity before admission and upon hospital discharge. In all, 14 patients completed all study requirements (74%) and no adverse reactions that could be attributed to the intervention were observed. At the time of discharge, the intervention group showed significant improvements in several muscle strength scores as compared to the CC group; chest press (P=0.023), leg extension (P=0.007) and isometric right knee flexor (P=0.033). The intervention proved feasible, safe and well tolerated in this small sample of patients undergoing allo-HSCT. An intervention of this type may be a useful strategy for maintaining or improving muscle strength, and minimizing loss of physical and functional capacity in patients undergoing allo-HSCT.