MDF soaks up paint because it's basically compressed wood fibre and glue — and the cut edges are the worst offenders. They're like a sponge. Paint straight onto raw MDF and it'll drink your first two coats, leaving a furry, patchy finish that never quite looks right. The fix is sealing it properly before you go anywhere near your topcoat.
Use a proper primer, not watered-down emulsion. The trade favourite is a solvent-based primer — Zinsser Cover Stain or Zinsser BIN (shellac-based). These lock down the fibres, stop the soaking, and give you a sound base. BIN dries fast and sands beautifully; Cover Stain is more forgiving on bigger surfaces. Water-based MDF primers exist but they raise the grain more, so you'll do more sanding.
The critical bit is the edges. Give cut edges two coats of primer, sanding lightly between with 240-grit. Some decorators run a bit of fine filler or a sanding sealer into really raw edges first. Don't skip this — it's where 90% of MDF jobs go wrong.
Process: lightly sand the faces (220-grit), dust off, prime everything, sand back, prime edges again, then topcoat.
For the topcoat, MDF takes a good eggshell or satinwood lovely once it's sealed. Little Greene Intelligent Eggshell is a cracking choice — tough, low-sheen, water-based. Farrow & Ball Modern Eggshell is also excellent for cabinetry and shelving. If you're after colour, sealed MDF holds deeper tones brilliantly — think Farrow & Ball Hague Blue, Inchyra Blue, or a soft Pigeon for built-in shelving.
One thing people get wrong: don't rush coats. Let the primer fully cure before sanding, or you'll just clog your paper.
Get the primer right and the edges sealed properly, and MDF finishes as smooth as glass. Skip it and you'll be chasing a furry finish forever.