Surface modification of superconducting radiofrequency (SRF) cavities is mandatory to further push the limits in future accelerators. One strategy is the deposition of a multilayer of superconducting and insulating materials on top of the inner surface of a SRF cavity. Here we report on a successful low-temperature coating of a SRF cavity with insulating Al2O3 by thermal atomic layer deposition (ALD) without mitigating its maximum achievable accelerating field of more than 40\,MV/m. Furthermore, an improvement of the surface resistance above 30\,MV/m has been observed, which is likely caused by an enhanced oxygen diffusion during the deposition process. Our results show that ALD is perfectly suited to conformally coat the interior of the cavity and to even modify and improve the properties of such devices.