Background: Physical activity (PA) improves fatigue and quality of life (QOL) in cancer survivors. Our aim was to assess whether a 2-month PA intervention improves fatigue and QOL for people with advanced lung cancer. Methods: Participants with advanced lung cancer, Eastern Cooperative Oncology Group performance status (PS) ≤ 2, > 6 months life expectancy, and ability to complete six-min walk test, were stratified (disease stage, PS 0-1 versus 2, centre) and randomized (1:1) in an open-label study to usual care (UC) (nutrition and PA education materials) or experimental intervention (EX): UC plus 2-month supervised weekly PA and behaviour change sessions. Assessments occurred at baseline, 2, 4, and 6 months. The primary endpoint was fatigue [Functional Assessment of Cancer Therapy-Fatigue (FACT-F) questionnaire] at 2 months. The study was designed to detect a difference in mean FACT-F subscale score of 6. Analysis was intention-to-treat using linear mixed models. Results: We recruited 112 patients: 56 (50.4%) were randomized to EX, 55(49.5%) to UC; 1 ineligible. Male 55%; median age 64 years (34-80); 106 (96%) non-small cell lung cancer; 106 (95.5%) stage IV. At 2, 4 and 6 months, 90, 73 and 62 participants were assessed, respectively, with no difference in attrition between groups. There were no significant differences in fatigue between the groups at 2, 4 or 6 months: mean scores at 2 months EX 37.5, UC 36.4 (difference 1.2, 95% CI - 3.5, 5.8, P=0.62). There were no significant differences in QOL, symptoms, physical or functional status, or survival. Conclusions: Adherence to the intervention was good but the intervention group did not increase their PA enough compared to the control group, and no difference was seen in fatigue or QOL.