Abstract Purpose Hematologic patients have a poorer health-related quality of life due to the disease and its treatments. Non-pharmacological interventions represent an opportunity in tertiary cancer prevention to manage persistent symptoms and support patients in their return to active daily living. This interventional study aimed to evaluate the feasibility of a program combining physical exercise (PE) and heart rate variability biofeedback (HRVB) in hematologic patients. Method Hematologic patients in remission within 6 months participated in a 12-week rehabilitation program including 24 supervised sessions of PE associated with 10 supervised sessions of HRVB and daily home-based practice of paced breathing. We assessed patient adherence, fatigue, physical function, and heart rate variability. Results Twenty patients were included, 17 completed the protocol and 3 dropped out due to disease progression or time constraints; no adverse events or incidents were reported. Participation rates were 85% for PE and 98% for HRVB-supervised sessions. Significant improvements of physical capacity (6-min walk test, p < 0.001; 50-foot walk test, p < 0.001), muscle strength (grip force test, p < 0.01), and flexibility (toe-touch test, p < 0.001; back scratch test, p < 0.05) were measured. Coherence ratio ( p < 0.001) and low-frequency spectral density of HRV signal ( p < 0.003) increased significantly, suggesting improved autonomic function. Fatigue, static balance, and other time and frequency indicators of HRV were not improved (all p > 0.05). Conclusion A rehabilitation program combining PE and HRVB is feasible in hematologic patients and effective on physical function. Further research with a larger sample size is needed to investigate effectiveness on patients’ autonomic functions and their impacts on symptomatology.