MDF is not strong as plywood as it shall sag under heavy weight and break under heavy pressure. In case furniture is designed for heavy weight then the thickness of the MDF board must be increased.
They are made of hardwood and softwood residuals which are further broken into very small particles, this makes the MDF dense. The density and fineness of the product makes it difficult to screw.
It is not moisture resistant and can get damaged beyond repair in areas where there is exposure and penetration of moisture or water. However some chemicals can be added while manufacturing of the boards to make them moisture resistant to some extent. The sides of the board must be carefully sealed to prevent moisture absorption.
Rough handling of MDF must be avoided. The outer layers are of hard and the inner layers are soft. This makes the edges susceptible to cracks and damage.
In case MDF has to be used for shelving or load bearing areas the thickness has to be increased compared to plywood so that it can take pressure and weight.
Not suitable for outdoor areas and only used indoors.