Background. While therapeutically effective, chemoradiotherapy treatment for high-grade glioma (glioblastoma) is often accompanied by side effects. Exercise has been demonstrated to alleviate the adverse effects of such treatments in other cancers. We aimed to evaluate the feasibility and preliminary efficacy of supervised exercise incorporating autoregulation. Methods. Thirty glioblastoma patients were recruited, five declined exercise and 25 were provided with a multimodal exercise intervention for the duration of their chemoradiotherapy treatment. Patient recruitment, retention, adherence to training sessions and safety were evaluated throughout the study. Physical function, body composition, fatigue, sleep quality, and quality of life were evaluated before and after the exercise intervention. Results. Eight of the 25 participants commencing exercise withdrew prior to completion of the study (32%). Seventeen patients (68%) demonstrated low to high adherence (33%–100%) and exercise dosage compliance (24%–83%). There were no reported adverse events. Significant improvements were observed for all trained exercises and lower limb muscle strength and function with no significant changes observed for any other physical function, body composition, fatigue, sleep, or quality of life outcomes. Conclusions. Only half of glioblastoma patients recruited were willing or able to commence, complete or meet minimum dose compliance for the exercise intervention during chemoradiotherapy indicating the intervention evaluated may not be feasible for part of this patient cohort. For those who were able to complete the exercise program, supervised, autoregulated, multimodal exercise was safe and significantly improved strength and function and may have prevented deterioration in body composition and quality of life.