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Studies show that engaging patients in exercise and/or stress management techniques during hematopoietic cell transplantation (HCT) improves quality of life. The Blood and Marrow Transplant Clinical Trials Network tested the efficacy of training patients to engage in self-directed exercise and stress management during HCT. The study randomized 711 patients at 21 centers to receive 1 of 4 training interventions before HCT: a self-directed exercise program, a self-administered stress management program, both, or neither. Participants completed self-reported assessments at enrollment and up to 180 days after HCT. Randomization was stratified by center and transplant type. There were no differences in the primary endpoints of the Physical Component Summary and Mental Component Summary scales of the Medical Outcomes Study Short Form 36 at day +100 among the groups, based on an intention-to-treat analysis. There also were no differences in overall survival, days of hospitalization through day +100 post-HCT, or in other patient-reported outcomes, including treatment-related distress, sleep quality, pain, and nausea. Patients randomized to training in stress management reported more use of those techniques, but patients randomized to training in exercise did not report more physical activity. Although other studies have reported efficacy of more intensive interventions, brief training in an easy-to-disseminate format for either self-directed exercise or stress management was not effective in our trial.