Exercise intolerance is a common and often significant limitation in pulmonary arterial hypertension (PAH). This intolerance greatly affects the quality of life and function of the individual with PAH, irrespective of its etiology. In PAH associated with connective tissue disorders (PAH-CTD), exercise intolerance is further amplified by the presence of coexisting musculoskeletal manifestations of CTD. The evaluation of exercise capacity and prescription for exercise training therefore becomes a challenge to the clinician. Areas covered: This review highlights factors contributing to exercise intolerance in PAH-CTD, evaluation methods of exercise capacity and an overview on exercise training and a roadmap for future research. Expert commentary: Exercise intolerance is a complex interplay of cardiovascular, pulmonary, and musculoskeletal systems. Data from cardiopulmonary exercise tests have shown predictive abilities for both diagnosis and prognosis. In its absence, the 6-min walk test can be used to provide similar information thereby making the role of exercise testing an invaluable evaluation method in PAH-CTD. Exercise training data in PAH-CTD are still sparse, though, data from PAH studies suggest potential benefit. However, more research is required in this area of testing and training for greater understanding on exercise hemodynamic, phenotypes, and training benefits.