<b><i>Background:</i></b> Sarcoidosis is a heterogeneous multisystemic disorder of unknown etiology. Dyspnea and fatigue are two of the most common and debilitating symptoms experienced by subjects with sarcoidosis. There is limited evidence regarding the short- and long-term impact of pulmonary rehabilitation (PR) on exercise capacity and fatigue in these individuals. <b><i>Objective:</i></b> To evaluate the benefit of PR in subjects with pulmonary sarcoidosis at different severity stages and to review the current literature about PR in sarcoidosis. <b><i>Methods:</i></b> PR included a 12-week training program of a twice-weekly 90-min workouts. Fifty-two subjects with stable pulmonary sarcoidosis were recruited. Maximal exercise capacity, defined as VO<sub>2</sub>max, was measured using the cardiopulmonary exercise test (CPET). Pulmonary function tests, 6-min walking distance (6MWD), St. George’s Respiratory Questionnaire (SGRQ), and the modified Medical Research Council (mMRC) and Hospital Anxiety and Depression Scale (HADS) questionnaires were given before and after PR and following 6 months (follow-up). <b><i>Results:</i></b> The PR program significantly increased the VO<sub>2</sub>max (1.8 ± 2.3 mL/kg/min, <i>p</i> = 0.002), following 12 weeks. mMRC and SGRQ scores were also improved (−0.3 ± 0.8, <i>p</i> = 0.03, and −3.87 ± 10.4, <i>p</i> = 0.03, respectively). The impact of PR on VO<sub>2</sub>max was more pronounced in subjects with pulmonary parenchymal involvement. The increase in VO<sub>2</sub>max correlated with initial disease severity (indicated by FEV1/FVC, <i>p</i> = 0.01). Subjects with FEV1/FVC <70% showed greater improvement in 6MWD. 6MWD also improved in those with a transfer coefficient of the lung for CO (KCO) above 80% predicted (<i>p</i> < 0.05). At 6-month follow-up, the VO<sub>2</sub>max, 6MWD, and SGRQ scores remained stable, thus suggesting lasting effects of PR. <b><i>Conclusion:</i></b> PR is a promising complementary therapeutic intervention for subjects with sarcoidosis. Further study is needed to validate these findings.