Background: Neoadjuvant chemoradiation treatment (CRT) in rectal cancer patients is associated with a reduction in physical capacity, lean mass and increased fatigue. As a countermeasure to these treatment-related adverse effects, we examined the feasibility and preliminary efficacy of a 10-week exercise program during CRT. Methods: Ten rectal cancer patients (7 men, aged 27-70 years, body mass index = 26.4 ± 3.8 kg/m2) receiving CRT undertook supervised resistance and aerobic exercise twice weekly. Assessments were undertaken pre- and post-intervention for upper and lower body muscle strength by 1-RM, muscle endurance, physical performance tests, body composition by dual X-ray absorptiometry, quality of life, and fatigue. Results: There was a significant loss in appendicular skeletal muscle (−1.1 kg, P =.012), and fat mass (−0.8 kg, P =.029) following CRT. Despite the loss in skeletal muscle, leg press (P =.030) and leg extension (P =.046) strength improved by 27.2% and 22.7%, respectively, and leg press endurance by 76.7% (P =.007). Changes in strength were accompanied by improved performance (P <.05) in 6-m fast walking speed (6.9%) and dynamic balance as determined by the 6-m backwards walk (15.5%). There was minimal change in quality of life and fatigue, and no adverse events related to training. Conclusions: Exercise during neoadjuvant CRT appears to be feasible and well tolerated in rectal cancer patients and may enhance physical function while minimizing adverse changes in body composition and cancer-related fatigue. These initial findings need to be confirmed in randomized controlled trials.