Pulmonary hypertension (PH) comprises a group of pathophysiological syndromes characterized by elevated pulmonary artery pressure and pulmonary vascular resistance, which lead to right ventricular overload, and even right heart failure. PH has a poor prognosis and severely leads to a decline in quality of life. Historically, patients with PH were advised to limit their physical activity. However, an increasing number of studies have reported the safety and efficacy of exercise rehabilitation training in PH. This review briefly examined and summarized the effects of exercise rehabilitation training on PH patients reported in the recent literature. The findings of the reviewed studies indicate that exercise rehabilitation training in PH patients has beneficial effects in terms of exercise capacity and quality of life, vascular and right ventricle remodelling, inflammatory response, muscular function and oxidative stress. However, the underlying mechanisms and appropriate exercise strategies (e.g. the duration and intensity of exercise) still need to be explored. In conclusion, exercise rehabilitation training of the appropriate intensity and frequency can improve the prognosis and quality of life of PH patients. The training should be monitored by professional staff and be provided as an adjunct to pharmacological treatment. Larger clinical trials are required to confirm the safety and efficacy of exercise rehabilitation training in PH.