This study aimed to determine the effectiveness of therapeutic exercise plus patient therapeutic education on perceived fatigue, functional capacity and pain in breast cancer survivors with cancer-related fatigue. A randomised, single-blind, clinical trial was conducted with a total of 80 breast cancer survivors who presented cancer-related fatigue. Women were randomised into a supervised therapeutic exercise group (STE-G) (n = 40) or an unsupervised exercise group (UE-G) (n = 40). Both interventions included patient therapeutic education and were delivered in three sessions per week over eight weeks. The main outcome was perceived fatigue as assessed by the Spanish version of the Functional Assessment of Chronic Illness Therapy-Fatigue subscale (FACIT-F). Other evaluated outcomes were pain measured on a visual analogue scale, and distance measured using the 6-Minute Walk Test. Data were collected at baseline, immediately post-intervention, and at three and six months after baseline. Significantly greater improvements across all variables were observed in the STE-G throughout the entire follow-up period with the exception of pain. Conclusions: A supervised therapeutic exercise program plus patient therapeutic education significantly reduce perceived fatigue and increase functional capacity in breast cancer survivors suffering from cancer-related fatigue compared to an unsupervised physical exercise program based on individual preferences with patient therapeutic education.