Background: The study evaluated the feasibility and safety of the exercise intervention and physical test procedures of our ongoing randomized controlled trial, examining the effect of physical exercise in newly diagnosed patients with multiple myeloma. Methods: Patients are randomized 1:1 to a control group (usual care) or an intervention group (usual care and exercise) by block randomization with stratification of planned treatment, WHO performance status, and study site. The exercise intervention consists of eight supervised exercise sessions combined with home-based exercise over a 10-week period. Bone disease is systematically evaluated to determine limitations regarding physical testing and/or exercise. Feasibility outcome measures were study eligibility, acceptance, and attrition, and furthermore attendance, adherence, tolerability, and safety to the exercise intervention. Additionally, test completion, pain, and adverse events during the physical test procedures were evaluated. Outcome assessors were blinded to allocation. Results: Of 49 patients screened, 30 were included. The median age was 69 years, range 38-90, 77% were males, and 67% had bone disease. Study eligibility was 82%, acceptance 75%, and attrition 20%. Attendance at supervised exercise sessions was 92%, and adherence to supervised exercise sessions and home-based exercise sessions was 99% and 89%, respectively. No serious adverse events attributed to exercise or physical tests were reported. All patients completed the physical tests, except for two patients, where physical test procedures were modified due to bone disease. Discussion: The exercise intervention and physical test procedures were feasible and safe in patients with multiple myeloma, even in older patients with multiple myeloma and in patients with myeloma bone disease. Trial registration: ClinicalTrials.gov. ID NCT02439112. Registered on May 7, 2015.