Myasthenia gravis is a rare neuromuscular disorder characterized by muscle weakness and fatigue. This review analyzes the most recent evidence regarding the effectiveness and safety of different rehabilitative approaches to the disease. The review was carried out in accordance with the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines. A total of 365 articles were found in the main scientific databases. Applying the inclusion/exclusion criteria, 11 studies were admitted to the final phase of the review. Three different rehabilitative approaches were identified: physical training, respiratory training, and balance training. All rehabilitative modalities contributed to enhancing functional outcomes, reducing fatigue, and improving quality of life, but currently none can be recommended over another for the lack of cross-comparative studies. The included studies showed methodological quality from low to fair. Despite the range of rehabilitative interventions available, there is a lack of high-quality evidence. However, this review suggests that a multidisciplinary rehabilitation approach should be recommended to people with myasthenia gravis, and above all, for those with mild to moderate symptomatology.