Aerobic exercise is known to improve biopsychosocial outcomes in cancer patients. Currently, exercise is not regarded as a quality-of-life intervention for patients with advanced cancer. The aim of this case study was to determine the feasibility and effects of an aerobic exercise programme for a patient with advanced hepatocellular cancer. After written informed consent, a 55-year-old male patient with advanced hepatocellular carcinoma participated in an aerobic exercise programme of precise intensity, duration and frequency, consisting of ergometer cycling 2 times a week, carried out for a period of 6 weeks. Exercise testing and a 6-min walk were performed, and the patient's quality of life was assessed. The feasibility, safety and beneficial effects of the programme were proven for this patient. At the end of the exercise programme, peak work capacity had increased by 20.3%. The patient has experienced an improvement in physical performance, which was underlined by the 6-min walk. Quality of life has been improved (physical functioning, vitality, mental health, role functioning/emotional, social functioning). Knowledge about the benefits of aerobic exercise for patients suffering from advanced cancer is not yet widespread. Nevertheless, aerobic exercise initiated and executed with appropriate care may serve as a useful additional means of palliative treatment in some patients with advanced cancer.