There are limited data available regarding effectiveness of exercise training in children undergoing hematopoietic stem cell transplantation (HSCT). We aimed to investigate effects of multimodal exercise program on clinical status and patient-reported outcomes including pain, fatigue, depression, and quality of life (QOL) level of children and their parents' QOL level. Twenty-six children undergoing HSCT participated in this study. Clinical status, pain, fatigue, depression, and QOL level of children were assessed three times: before HSCT, at discharge, and one month later. For intervention group (IG, n = 15), multimodal exercise program was performed five days a week, throughout hospitalization and children were advised to continue exercise program at home. For control group (CG, n = 11), being active as much as possible was advised. The number of painful day and pain intensity was significantly lower in IG than in CG during hospitalization (p < .05). Depression level decreased in IG at the time points (p < .05); however, there was no significantly difference between groups. The QOL level was higher in IG than CG only at control measurements (p < .05). In addition, QOL level of the parents decreased in both groups (p < .05). There was no statistically difference between groups in terms of other clinical variables. The multimodal supervised exercise program has positive effects on children's pain and QOL level. Exercise program was also well tolerated by children during hospitalization. In addition, QOL levels of the parents were also negatively affected during hospitalization, and interventions aiming to increase QOL level of the parents should be considered.