This is an interventional, non-pharmacologic, randomized controlled study evaluating the impact on quality of life of a personalized exercise program in oncogene addicted lung cancer patients undergoing active treatment. Patients will be randomized 1:1 in two arms: arm A (interventional) and arm B (control). The program of physical activity will be established after a test done at the local clinical center and based on easy exercises already studied in other diseases (e.g. coronary syndrome or organ transplant). A smartphone application will allow patients to register their daily physical activity and to easily recover data on strength and endurance. Patients in Arm A will have a home-based physical activity prescription and will be supervised at weeks: 4, 6, 8, 10, 12 by the oncologist and an exercise expert of the local sport center through three exercises (body composition test, endurance test and strength test) and questionnaires. Home-based activity will be monitored daily though a specific application (provided by Technogym). Patients in Arm B will receive an exercise counselling without a subsequent supervision. The three tests and questionnaires will be repeated once a month for three months at the local sport center and oncology center. Counselling will include general information on exercise. Patients will undergo blood sampling at baseline, week 4 and week 12 in order to evaluate changes in their immunological state (lymphocyte populations and cytokines).