Purpose The aim of this study was to determine effectiveness of an individual exercise program by starting before hematopoietic stem cell transplantation (HSCT) and continued with home exercise program after discharge up to 100 days after transplantation. Methods Totally, 50 patients were included in this study, and participants were assigned to two groups as intervention group (IG, n = 25) and control group (CG, n = 25). Participants were assessed at three time points: before HSCT, at the discharge, and at the 100th day after HSCT. Functional exercise capacity, physical functions, muscle strength, cognitive functions, quality of life, fatigue, and emotional status of the individuals were assessed. For IG, aerobic, muscle strengthening, endurance, and stretching exercises were performed through hospitalization, and an individual exercise and walking program was advised as home exercise program after discharge. Results Peripheral muscle strength and quality of life level was higher in IG than CG as a result of inpatient supervised exercise program (p < 0.05). At the 100th day, positive effects of the home exercise program on cardiopulmonary exercise capacity, peripheral muscle strength, quality of life, and fatigue level continued when compared with CG (p < 0.05). Conclusion As a result of our study, an exercise program continued up to 100 days after HSCT which is individual and partly supervised by a physiotherapist has positive effects on physical functions, clinical status, fatigue, and quality of life level throughout HSCT. Exercise programs for individuals undergoing HSCT should be performed day by day according to the patients' daily clinical and hematologic status and their performance capacity.