Background Exercise tolerance in people with CF and advanced lung disease is often reduced. While supplemental oxygen can improve oxygenation, it does not affect dyspnoea, fatigue or comfort. Nasal high-flow therapy (NHFT), thanks to its pathophysiological mechanisms, could improve exercise tolerance, saturation and dyspnoea. This study explores the feasibility of conducting a clinical trial of using NHFT in patients with CF during exercise. Methods A pilot, open-label, randomized crossover trial was performed, enroling 23 participants with CF and severe lung disease. Participants completed two treadmill walking test (TWT) with and without NHFT at 24–48 h interval. Primary outcome was trial feasibility, and exploratory outcomes were TWT distance (TWTD), SpO2, transcutaneous CO2, dyspnoea and comfort. Results Recruitment rate was 2.4 subjects/month with 1.3:1 screening-to-randomization ratio. No adverse events caused by NHFT were observed. Tolerability was good and data completion rate was 100%. Twenty subjects (91%) were included in the exploratory study. Mean difference in TWTD on NHFT was 19 m (95% CI [4.8 - 33.1]). SpO2 was similar, but respiratory rate and mean tcCO2 were lower on NHFT (mean difference = -3.9 breaths/min 95% CI [-5.9 - -1.9] and -0.22 kPa 95% CI [-0.4 – 0.04]). NHFT reduced exercise-induced dyspnoea and discomfort. Conclusion Trials using NHFT in patients with CF during exercise are feasible. NHFT appears to improve walking distance, control respiratory rate, CO2, dyspnoea and improve comfort. A larger trial with a longer intervention is feasible and warranted to confirm the impact of NHFT in training programmes for patients with CF.