Fatigue is frequent in cancer patients undergoing chemotherapy. Erythropoietins (EPO) have shown well-documented effects on these patients, and administered in pharmacological doses, may reduce the need for transfusion of blood cells and improve quality of life (QoL). An explorative, descriptive, non-randomised intervention study using semi-structured interviews was conducted with the aim to gain an insight into the effects and experiences associated with EPO treatment in combination with a structured 6-week physical exercise intervention. Sixteen cancer patients with evidence of disease, who had received at least one cycle chemotherapy, participated. Participants received 500 μg Darbepoetin Alfa (DA) every 3 weeks during the intervention. Four typologies of patients were identified with regard to DA effects. The interviews revealed that eleven patients experienced some kind of immediate improvement in cognitive and emotional functioning, and subjective daily well-being. Furthermore physical improvement and changes in QoL outcomes showed no significant differences between the study group and a reference group. A significant increase in the hemoglobin concentration (7.14–7.87 mmol/L, P<0.05) was found in the study group. The future use of EPO in cancer patients is hampered by the reported negative influence of EPO on the prognosis in some diagnoses and should be based on randomized studies.