Aerobic exercise has positive effects on physical performance and illness-related quality of life of cancer patients. However reports of advanced cancer patients who exercise are rare in medical literature. A 38-year-old female patient suffering from breast cancer performed an aerobic exercise program during adjuvant chemotherapy (cycle ergometry, 3x/w). After the diagnosis of relapsed inflammatory breast cancer, oncological treatment was changed to radiation therapy to reduce tumour mass. The patient continued the exercise program until palliative mastectomy. Her compliance was excellent. Despite the underlying progressive disease, endurance performance improved substantially. These findings were supported by a subjective score (Grimby). Evaluation of quality of life (SF-36, EORTC-QLQ-C30) revealed improvements of emotional wellbeing, emotional role, vitality and physical functioning, but increasing pain. The patient reported benefit due to increased psychological, social and physical wellbeing. This case report demonstrates feasibility and benefits of aerobic exercise for a patient with advanced breast cancer undergoing palliative treatment.