Feedback is one of the most powerful techniques for the control of classical systems. An extension into the quantum domain is desirable as it could allow the production of non-trivial quantum states and protection against decoherence. The difficulties associated with quantum, as opposed to classical, feedback arise from the quantum measurement process-in particular the quantum projection noise and the limited measurement rate-as well as from quantum fluctuations perturbing the evolution in a driven open system. Here we demonstrate real-time feedback control of the motion of a single atom trapped in an optical cavity. Individual probe photons carrying information about the atomic position activate a dipole laser that steers the atom on timescales 70 times shorter than the atom's oscillation period in the trap. Depending on the specific implementation, the trapping time is increased by a factor of more than four owing to feedback cooling, which can remove almost all the kinetic energy of the atom in a quarter of an oscillation period. Our results show that the detected photon flux reflects the atomic motion, and thus mark a step towards the exploration of the quantum trajectory of a single atom at the standard quantum limit.