Among the various types of interstitial lung diseases, idiopathic pulmonary fibrosis (IPF) is the most common disorder and has a poor prognosis and a limited response to pharmacological treatment. In patients with IPF, functional exercise tolerance and quality of life have been shown to be significantly decreased. Current IPF guidelines suggest only a weak recommendation for pulmonary rehabilitation (PR). However, PR is regarded as a reasonable choice for the majority of patients with IPF. This review will summarize all of the available studies that have investigated the effects of PR in patients with IPF so far. Although only a small number of studies have been published to date, most studies have found significant short-term improvements in functional exercise capacity, quality of life, and level of perceived dyspnea. Long-term improvements or maintenance strategies of PR in IPF patients have not been adequately investigated yet. Up to now there is still no sufficient evidence for the recommendation of PR in IPF. However, physical training seems to be the major component of all PR programs. The current review will discuss potential exercise training regimens for patients with IPF and suggest additional useful modalities of a specific multidisciplinary PR program for IPF patients. Based on the current literature and our own experience, this article will try to highlight the importance of PR as an additional, beneficial therapeutic option for patients with IPF.