The aim of the study was to determine the impact of an interdisciplinary exercise-based rehabilitation intervention on fatigue and quality of life (QOL) in patients with Philadelphia-negative myeloproliferative neoplasms (MPNs). At the Danish Knowledge Centre for Rehabilitation and Palliative Care, a 5-day interdisciplinary exercise-based rehabilitation intervention was carried out on 48 patients with MPN. It was followed by 12 weeks of self-exercising prior to follow-up. Initially and at follow-up, participants filled out validated questionnaires; Brief Fatigue Inventory, Multidimensional Fatigue Inventory, European Organization for Research and Treatment of Cancer Quality-of-Life questionnaire, Myeloproliferative Neoplasm Symptom Assessment Form and Hospital Anxiety and Depression Scale. Maximal oxygen uptake and muscular strength were tested as well. Paired t test was used to compare scores between baseline and follow-up. In total, 45 participants (94%) completed the follow-up. No significant differences were observed on fatigue or QOL when comparing baseline and follow-up. Mean maximal oxygen uptake increased from 27.2 to 33.6 ml O₂ · kg⁻¹ ·min⁻¹ (p < 0.001). Handgrip strength (p = 0.01) and the 30-s chair-stand test (p < 0.001) improved as well. No changes were found regarding levels of fatigue and QOL. However, we observed a significant increase in the physical capacity. Our observations call for further studies investigating the effects of non-pharmacological approaches in patients with MPN.