Modern physical theories are deterministic in the sense that once we know the current state of the world, we can, in principle, predict all the future states. This was true for classical (pre-quantum) theories, this is true for modern quantum physics. On the other hand, we all know that we can make decision that change the state of the world -- even if, for most of us, a little bit. This intuitive idea of free will permeates all our life, all our activities -- and it seems to contradict the determinism of modern physics. It is therefore desirable to incorporate the idea of free will into physical theories. In this paper, we show that in quantum physics, free will leads to nonconservation of energy. This nonconservation is a microscopic purely quantum effect, but it needs to be taken into account in future free-will quantum theories.