Active learning has received considerable attention as an approach to obtain high predictive performance while minimizing the labeling effort. A central component of the active learning framework concerns the selection of objects for labeling, which are used for iteratively updating the underlying model. In this work, an algorithm called CoPAL (Conformal Prediction for Active Learning) is proposed, which makes the selection of objects within active learning based on the uncertainty as quantified by conformal prediction. The efficacy of CoPAL is investigated by considering the task of estimating the remaining useful life (RUL) of assets in the domain of predictive maintenance (PdM). Experimental results are presented, encompassing diverse setups, including different models, sample selection criteria, conformal predictors, and datasets, using root mean squared error (RMSE) as the primary evaluation metric while also reporting prediction interval sizes over the iterations. The comprehensive analysis confirms the positive effect of using CoPAL for improving predictive performance.