Within the last years, exercise training and rehabilitation as add-on to medical treatment has become an emerging field in pulmonary hypertension. Owing to the beneficial effects of exercise training in pulmonary hypertension, the new European Respiratory Society/European Society of Cardiology guidelines for pulmonary hypertension recommended a supervised and closely monitored exercise and respiratory training/rehabilitation as add-on to medical therapy (class IIa, level of evidence B). In this article, different training modalities, effects of exercise training, possible pathobiological mechanisms of action, and future research questions are discussed.