A quantum dot fabricated by scanning probe oxidation lithography on a p-type, C-doped GaAs/AlGaAs heterostructure is investigated by low temperature electrical conductance measurements. Clear Coulomb blockade oscillations are observed and analyzed in terms of sequential tunneling through the single-particle levels of the dot at T_hole = 185 mK. The charging energies as large as 2 meV evaluated from Coulomb diamond measurements together with the well resolved single-hole excited state lines in the charge stability diagram indicate that the dot is operated with a small number of confined particles close to the ultimate single-hole regime.