Chronic lung diseases such as COPD are typically characterised by progressive disability arising from dyspnoea and reduced exercise capacity. Although the underlying cause of disability is the irreversible loss of lung function, there are compounding systemic complications, such as skeletal muscle dysfunction, that contribute. Pulmonary rehabilitation is a therapy that aims to improve physical functioning and health status without necessarily reversing the impairment of lung function. The key components of a pulmonary rehabilitation programme are individually prescribed physical training and self-management education. These therapies are delivered by a multi-professional team in a variety of settings. The physical training generally includes lower limb endurance and resistance exercises. Higher intensity training, where tolerated, will result in greater improvement though some gains can be achieved even with low intensity training. Pulmonary rehabilitation seems to work through a combination of genuine physiological training, reduced dyspnoea, and better self-management. Recent studies have now shown conclusively that a comprehensive pulmonary rehabilitation programme can produce improvements in walking performance and quality of life. These benefits translate to increased activities of daily living, reduced hospital length of stay, and possibly increased survival. Although pulmonary rehabilitation is effective and popular with patients it is not widely available. In future it will be necessary to explore ways of increasing capacity to meet demand.