The interstitial lung diseases (ILDs) are characterised by dyspnoea on exertion, exercise-induced hypoxaemia, reduced skeletal muscle function and exercise intolerance. Evidence from nine randomised controlled trials shows that pulmonary rehabilitation improves exercise capacity, dyspnoea and quality of life in ILD, with moderately large effect sizes from 0.59 to 0.68. Participants with idiopathic pulmonary fibrosis, the most common and most progressive of the ILDs, achieve benefits in exercise capacity and quality of life that are of equal magnitude to those seen in other ILDs, with effect sizes from 0.59 to 0.75. Whole body exercise training is a core component of pulmonary rehabilitation for ILD. The standard exercise prescription used for other chronic lung diseases is effective in ILD, including 8 weeks of training with at least two supervised sessions per week and at least 30 min of aerobic training per session. However, the unique presentation and underlying pathophysiology of ILD may require modifications of the exercise prescription for individual patients. Those with connective tissue disease may present with joint pain and stiffness that require modification of the standard exercise prescription, including reduction in weight-bearing exercise. Some patients with severe disease may present with distressing dyspnoea that limits the intensity or progression of training. Because exercise-induced hypoxaemia is common in ILD and more severe than seen in other chronic lung diseases, pulmonary rehabilitation should be provided in a setting where supplemental oxygen therapy is available. Pulmonary rehabilitation programs offer the opportunity to address other critical aspects of ILD care, including management of comorbidities, symptoms and mood.