Pulmonary arterial hypertension (PAH) is a chronic and progressive disorder with a poor prognosis associated with non-specific symptoms, including general weakness, shortness of breath on exertion, and decreased muscle strength and endurance. Despite recent significant progress in the field of PAH therapy, many patients are still characterized by a dynamic course of the disease, a significant reduction in physical performance, a constantly deteriorating quality of life, and limited activity in everyday life. Thus, the main goal of PAH therapy is to ensure an acceptable level of quality of life as early as possible in the course of the disease, reduce the progression of symptoms and, if possible, improve the prognosis, which is still poor. The perception of the importance of activity and exercise has changed significantly in recent years, and rehabilitation dedicated to PAH patients is now considered to be one of the new adjuvant treatment options. Currently, there is insufficient data on what form, frequency, and intensity of exercise are required for the best results. Nevertheless, exercise training (ET) is necessary in order to reverse the accompanying PAH impairment of exercise capacity and, without additional clinical risk, to maximize the benefits of pharmacotherapy. This review summarizes the current state of knowledge on the rehabilitation of PAH patients and presents the available rehabilitation models. In addition, it includes a ready-to-use, illustrated, safe home rehabilitation program with recommendations for its use. Utilizing ET as an adjuvant treatment option to improve the functional capacity and quality of life of patients may enhance the clinical effectiveness of therapeutic management and contribute to the improvement of the quality of care for patients suffering from PAH. The beneficial effect of exercise training on the development of symptoms improves the clinical course of the disease, and a lower incidence of adverse events can lead to a reduction in health care expenditure.