BACKGROUND Cancer-related fatigue (CRF) is the most common concomitant symptom in the treatment of colorectal cancer (CRC). Such patients often present with subjective fatigue state accompanied by cognitive dysfunction, which seriously affects the quality of life of patients. AIM To explore the effects of cognitive behavior therapy (CBT) combined with Baduanjin exercise on CRF, cognitive impairment, and quality of life in patients with CRC after chemotherapy, and to provide a theoretical basis and practical reference for rehabilitation of CRC after chemotherapy. METHODS Fifty-five patients with CRC after radical resection and chemotherapy were randomly divided into either an experimental or a control group. The experimental group received the intervention of CBT combined with exercise intervention for 6 mo, and indicators were observed and measured at baseline, 3 mo, and 6 mo to evaluate the intervention effect. RESULTS Compared with the baseline values, in the experimental group 3 mo after intervention, cognitive function, quality of life score, and P300 amplitude and latency changes were significantly better ( P < 0.01). Compared with the control group, at 3 mo, the experimental group had significant differences in CRF, P300 amplitude, and quality of life score ( P < 0.05), as well as significant differences in P300 latency and cognitive function ( P < 0.01). Compared with the control group, at 6 mo, CRF, P300 amplitude, P300 latency, cognitive function and quality of life score were further improved in the experimental group, with significant differences ( P < 0.01). The total score of CRF and the scores of each dimension were negatively correlated with quality of life ( P < 0.05), while the total score of cognitive impairment and the scores of each dimension were positively correlated with quality of life ( P < 0.05). CONCLUSION CBT combined with body-building Baduanjin exercise can improve CRF and cognitive impairment in CRC patients after chemotherapy, and improve their quality of life.