Background: Cancer is the second leading cause of premature death in India. In India, it is estimated that there are approximately 2–2.5 million cases of cancer. Cancer and its treatment are often associated with adverse physical side effects, including muscular atrophy, decreased muscle strength, and reduced aerobic capacity. These side effects may contribute to the development of cancer-related fatigue (CRF). The authors across the world have agreed that there is a paucity of studies in this field to encapsulate the fatigue caused to cancer patients while undergoing chemotherapy. About 70% of cancer patients report fatigue complaints during chemotherapy and/or radiotherapy. Fatigue is usually caused by a combination of factors. Recent research suggests, however, that weariness may be induced by changes in the muscle energy systems produced by cancer and its treatment. Through evidential studies, occupational therapy by an exercise program and relaxation techniques has helped to avoid this fatigue and lessen the severity while undergoing chemotherapy. Objective: To study the effect of exercise programs and relaxation techniques on fatigue, physical performance, and quality of life (QOL) in patients with hematologic cancer undergoing chemotherapy. Study Design: The study design was an experimental study. Methods: The total number of patients with a diagnosis of hematology cancer selected was 240; the patients in the control group were 120 and the patients in the experimental group were 120. The patients were selected from the day-care and indoor patient division of Nil Ratan Sarkar Medical College and hospital, Kolkata, West Bengal, India; pre- and post-intervention data were taken using the Fatigue Severity Scale, Physical Performance Test, and World Health Organization QOL-BREF. The experimental group received 30 min for relaxation and 30 min for exercises and the experimental group was treated thrice a week for 12 weeks periodically over 3 years. The control group was under conventional therapy (chemotherapy as per their prescription) along with home-based OT program. They have also reassessed after 12 weeks. Results: Independent t-test indicated statistically significant differences between groups in fatigue, physical performance, and QOL (P < 0.05). At last, the Chi-square (χ2) test showed that there was no significant association between the status of health at last contact and the age of the patient (P = 0.23). Conclusion: Exercise therapy and relaxation techniques decrease fatigue and improve physical performance and QOL in cancer patients undergoing chemotherapy.