Severe forms of anorexia nervosa are responsible for weight loss and life-threatening consequences. Refeeding represents a real psychiatric and somatic challenge. Physical activities are usually not recommended during intensive refeeding in order to avoid energy expenditure. This study assessed the interest in an early return to controlled physical activities, during a hospitalization in a Physical Medicine and Rehabilitation (PMR) department, including continuous nasogastric refeeding and psychiatric care. A total of 37 subjects aged 32 ± 11 years old performed inpatient physical activities during nasogastric refeeding initiated after intensive care. The physical activity program was adapted according to the hyperactivity of the patients. Evaluation parameters were weight, body mass index (BMI), body composition (fat, lean, and bone masses), and function (strength, balance, walking, ventilation). Patient satisfaction, re-hospitalizations, and physical activities continuation were assessed at 12 months of follow-up. Weight, BMI, and body fat increased significantly (+2.7 ± 1.7 kg; +1.0 ± 0.6 kg/m; +1.7 ± 2.5 kg, respectively). Muscle strength increased even if the lean mass did not. Walking distance, balance, and respiratory function were significantly improved. Weight and fat mass gains did not differ according to the presence or absence of hyperactivity. At 12 months, 46% of the patients continued to be physically active, but 21% of the patients had been re-hospitalized. The early return to controlled physical activities in PMR hospitalization does not compromise the efficiency of intensive refeeding in severe anorexia nervosa patients.