Pulmonary rehabilitation, a multidisciplinary and structured intervention for patients with chronic pulmonary diseases, has been shown to improve exercise tolerance, reduce dyspnea and improve health-related quality of life. Pulmonary rehabilitation appears to be cost-effective, since it reduces health care utilization. Exercise training represents the cornerstone of every pulmonary rehabilitation program. To obtain clinically relevant effects, training should closely supervised, of high intensity, lasting 30-45 min for at least 3 days/week. Patients should undertake a minimum of 20 sessions, but longer programs result in larger and more long-lasting effects. Education and self-management programs have been shown to result in a substantial reduction in hospital admissions. Nutritional intervention should be considered for patients who are underweight or those with body composition abnormalities. Patients reporting fear and anxiety may benefit from psychosocial support, and the integration of occupational therapy in a pulmonary rehabilitation program can improve independence in activity. Multidisciplinary pulmonary rehabilitation is preferably implemented in an outpatient hospital- or community-based setting. Inpatient programs are suited for patients with limited transportation capabilities or severe deconditioning. The most convincing effects of home-based rehabilitation are in maintaining the improvements obtained in an outpatient setting.