Breast cancer fatigue (BCF) is a complex and multidimensional condition characterized by a persistent sense of physical and/or mental stiffness, resulting in a substantial impairment of health-related quality of life in breast cancer survivors. Aim of this prospective cohort study was to evaluate the feasibility and the effectiveness of a 4-week rehabilitation protocol on BCF, muscle mass, strength, physical performance, and quality of life in breast cancer (BC) survivors. We recruited adult BC women with a diagnosis of BCF, according to the International Classification of Diseases 10 criteria, referred to the Outpatient Service for Oncological Rehabilitation of a University Hospital. All participants performed a specific physical exercise rehabilitative protocol consisting of 60-min sessions repeated 2 times/week for 4 weeks. All outcomes were evaluated at the baseline (T0), at the end of the 4-week rehabilitation treatment (T1), and at 2 months follow up (T2). The primary outcome measure was the Brief Fatigue Inventory (BFI); secondary outcomes included: Fat-Free Mass and Fat Mass, assessed by Bioelectrical Impedance Analysis (BIA); Hand Grip Strength Test (HGS); Short Physical Performance Battery (SPPB); 10-meter walking test (10 MWT); 6-min walking test (6 MWT); European Organization for Research and Treatment of Cancer Quality of Life Questionnaire (EORTC QLQ-C30). Thirty-six women (mean age: 55.17 ± 7.76 years) were enrolled in the study. Significant reduction of BCF was observed both after the 4-week rehabilitation treatment (T1) (BFI: 5.4 ± 1.6 vs. 4.2 ± 1.7; p = 0.004) and at the follow-up visit (T2) (BFI: 5.4 ± 1.6 vs. 4.4 ± 1.6; p = 0.004). Moreover, significant differences (p < 0.001) HGS, SPPB, 10 MWT, 6 MWT, and EORTC QLQ-C30 were found at T1, while at T2 all the outcome measures were significantly different (p < 0.05) from the baseline. The rehabilitation protocol seemed to be feasible, safe, and effective in reducing BCF, improving muscle mass and function, and improving HRQoL in a cohort of BC survivors. The results of this study could improve awareness of this underestimated disease, suggesting the definition of a specific therapeutic exercise protocol to reduce BCF.