Loss of physical performance is a universal problem of cancer patients undergoing chemotherapy. We postulated that this impairment can be partially prevented by aerobic exercise. In a randomized study, 33 cancer patients receiving high-dose chemotherapy followed by autologous peripheral blood stem cell transplantation (training group, T) performed an exercise program consisting of biking on an ergometer in the supine position after an interval-training pattern for 30 minutes daily during hospitalization. Patients in the control group (C, n = 37) did not train. Maximal physical performance was assessed with a treadmill test by admission and discharge. Physical performance of the two groups was not different on admission. The decrement in performance during hospitalization was 27% greater in the control group than in the training group (P = .05); this resulted in a significantly higher maximal physical performance at discharge in the trained patients (P = .04). Duration of neutropenia (P = .01) and thrombopenia (P = .06), severity of diarrhea (P = .04), severity of pain (P = .01), and duration of hospitalization (P = . 03) were reduced in the training group. We conclude that aerobic exercise can be safely carried out immediately after high-dose chemotherapy and can partially prevent loss of physical performance. Based on the potential significance of the observed outcomes, further studies are warranted to confirm our results.