Introduction Major depressive disorder (MDD) in people with advanced life-limiting illnesses can have significant impact on the quality-of-life of those affected. The management of MDD in the palliative care setting can be challenging as typical antidepressants may not work in time nor be tolerated due to coexisting organ dysfunctions, symptom burden and frailty. Parenteral ketamine was found to exhibit effective and rapid-onset antidepressant effect even against treatment-resistant depression in the psychiatric population. However, there is currently neither feasibility study nor available prospective study available to inform of the safety, tolerability and efficacy of such for MDD in the palliative setting. Methods and analysis This is an open-labelled, single arm, phase II pilot feasibility study involving adult patients with advanced life-limiting illnesses and MDD across four palliative care services in Australia. It has an individual dose-titration design (0.1-0.4 mg/kg) with weekly treatments of subcutaneous ketamine infusion over 2 hours. The primary outcome is feasibility. The secondary outcomes are related to the safety, tolerability and antidepressant efficacy of ketamine, participants' satisfaction in relation to the trial process and the reasons for not completing the study at various stages. The feasibility data will be reported using descriptive statistics. Meanwhile, side effects, tolerability and efficacy data will be analysed using change of assessment scores from baseline. Ethics and dissemination Ethics approval was acquired (South Western Sydney Local Health District: HREC/18/LPOOL/466). The results of this study will be submitted for publication in peer-reviewed journals and presented at relevant conferences. Trial registration number Australian New Zealand Clinical Trial Registry Number: ACTRN12618001586202; Pre-results.