In-plane microwave penetration depth lambda_{ab} and quasiparticle conductivity at 28 GHz are measured in underdoped single crystals of the Fe-based superconductor PrFeAsO_{1-y} (T_{c} approximately 35 K) by using a sensitive superconducting cavity resonator. lambda_{ab}(T) shows flat dependence at low temperatures, which is incompatible with the presence of nodes in the superconducting gap Delta(k). The temperature dependence of the superfluid density demonstrates that the gap is nonzero (Delta/k_{B}T_{c} greater, similar1.6) all over the Fermi surface. The microwave conductivity below T_{c} exhibits an enhancement larger than the coherence peak, reminiscent of high-T_{c} cuprate superconductors.