Background: Children undergoing umbilical cord blood transplantation (UCBT) have many treat-related severe side effects, which affects their quality of life (QoL) seriously. Exercise can help mitigate fatigue, improve sleep quality and QoL, however, the effects on children undergoing UCBT is limited. Procedure: Forty-eight children patients submitted to UCBT were divided into two groups by convenience sampling. The exercise therapy group performed abdominal breathing training combined with active joint movement program 3 days a week during hospitalization. The control group received routine exercise education without any scheduled programs. The fatigue, sleep quality, and QoL were evaluated at the date of hospital admission and discharge, and the differences between two groups were estimated using Student t test. Results: The exercise therapy group showed higher scores of general fatigue, rest fatigue, cognitive fatigue and the Pediatric Quality of Life Inventory (PedsQL) Multidimensional Fatigue Scale (MFS) total score, but no significant differences were found between two groups (p＞0.05). There was an improvement in the sleep quality, verified by a reduction in the global score, subjective sleep quality, sleep latency, sleep efficiency, and daytime dysfunction (p＜0.05), analysis of the PedsQL 3.0 Cancer Module also revealed an improvement in procedure anxiety, worry, cognition, appearance, communication and total score in the exercise therapy group (p＜0.05). Conclusion: Our prospective study demonstrates that exercise therapy is safe and feasible for children undergoing UCBT, and it has beneficial effects on sleep quality and QoL．