MDF is quite an absorbent material and typically you will need to apply at least two coats of primer. You may need to apply a third, especially on the edges. After the second coat, rub down lightly with a fine-grade sandpaper -180 grit will do.
What happens if you don't Prime MDF before painting?
The surface of MDF, despite it's density, is very porous. ... This is the reason that, if MDF is not prepared properly, the paint sometimes blisters up resulting in large bubbles on the surface as air (or water) is allowed under the first coat of paint. See the special MDF primers below to avoid this happening to you.
How do you seal MDF before painting?
Seal MDF Edges Which Are the Most Absorbent
You can use an acrylic paint sealer or drywall sealer, or you can use glue or oil based primers which will help prevent the edges from swelling. Use whichever primer will dry fastest in your particular humidity. The trick is to keep moisture to a minimum.