Context: More than 40 planets have been found around giant stars, revealing a lack of systems orbiting interior to $sim$ 0.6 AU. This observational fact contrasts with the planetary population around solar-type stars and has been interpreted as the result of the orbital evolution of planets due to the interaction with the host star and/or because of a different formation/migration scenario of planets around more massive stars. Aims: We are conducting a radial velocity study of a sample of 166 giant stars aimed at studying the population of close-in planets orbiting post-main sequence stars. METHODS: We have computed precision radial velocities from multi-epoch spectroscopic data, in order to search for planets around giant stars. Results: In this paper we present the discovery of a massive planet around the intermediate-mass giant star HIP,63242. The best keplerian fit to the data lead to an orbital distance of 0.57 AU, an eccentricity of 0.23 and a projected mass of 9.2 mjup. HIP,63242,b is the innermost planet detected around any intermediate-mass giant star and also the first planet detected in our survey.