We study a self-attractive random walk such that each trajectory of length $N$ is penalised by a factor proportional to $\exp ( - |R_N|)$, where $R_N$ is the set of sites visited by the walk. We show that the range of such a walk is close to a solid Euclidean ball of radius approximately $ρ_d N^{1/(d+2)}$, for some explicit constant $ρ_d >0$. This proves a conjecture of Bolthausen who obtained this result in the case $d=2$.