IntroductionThere is increasing evidence demonstrating the benefits of exercise in counteracting cancer treatment-related fatigue. Immunotherapy is an established treatment for advanced melanoma, and is associated with fatigue in a third of patients. The safety and efficacy of exercise in counteracting treatment-related fatigue in patients with advanced melanoma receiving immunotherapy are yet to be determined. This study aims to assess the safety, adherence to and acceptability of a mixed-methods parallel-group, pilot randomised controlled trial of a personalised, 12-week semi-supervised exercise programme prescribed by an exercise physiologist (iMove) in 30 patients with stage IV melanoma scheduled to commence immunotherapy: single agent ipilimumab, nivolumab or pembrolizumab, or combination ipilimumab and nivolumab. The trial will be used to provide preliminary evidence of the potential efficacy of exercise for managing fatigue.Methods and analysisThirty participants will be recruited from a specialist cancer centre between May and September, 2019. Participants will be randomised 1:1 to receive iMove, or usual care (an information booklet about exercise for people with cancer). Feasibility data comprise: eligibility; recruitment and retention rates; adherence to and acceptability of exercise consultations, personalised exercise programme and study measures; and exercise-related adverse events. Patient-reported outcome measures assess potential impact of the exercise intervention on: fatigue, role functioning, symptoms and quality of life. Follow-up will comprise five time points over 24 weeks. Physical assessments measure physical fitness and functioning.Ethics and disseminationThis study was reviewed and approved by the Peter MacCallum Cancer Centre Human Research Ethics Committee (HREC/48927/PMCC-2019). The findings from this trial will be disseminated via conference presentations and publications in peer-reviewed journals, and by engagement with clinicians, media, government and consumers. In particular, we will promote the outcomes of this work among the oncology community should this pilot indicate benefit for patients.Trial registration numberACTRN12619000952145; Pre-results.