Cancer patients frequently experience considerable loss of physical capacity and general wellbeing when diagnosed and treated for their disease. The aim of this study was to evaluate the feasibility, physical capacity, and health benefits of a multidimensional exercise program for cancer patients during advanced stages of disease who are undergoing adjuvant or high-dose chemotherapy. The supervised program included high- and low-intensity activities (physical exercise, relaxation, massage, and body-awareness training). A total of 23 patients between 18 and 65 years of age (median 40 years) participated in groups of seven to nine patients for 9 h weekly for 6 weeks. Physical capacity in terms of repetition maximum (RM) and maximal oxygen uptake (VO(2)max), physical activity level and psychosocial wellbeing (EORTC QLQ-C30, SF-36, HAD) were compared prior to and after completion of the program. The program was safe and well tolerated. The completion rate was 85.2%. Highly significant increases in physical capacity (1RM, VO(2)max) and an improved level of physical activity were achieved. Quality of life and general wellbeing assessments indicated improvements in several measures, but without reaching significance. It is concluded that an exercise program, which combines high- and low-intensity physical activities, may be used to prevent and/or minimize physical inactivity, fatigue, muscle wasting and energy loss in cancer patients undergoing chemotherapy.