Interstitial lung disease (ILD) is a disabling group of chronic lung conditions comprising over 200 different disease entities that are typically associated with interstitial inflammation and fibrosis. People with ILD almost invariably experience dyspnea, fatigue, anxiety, depression, cough, poor health-related quality of life, and reduced exercise tolerance. Pulmonary rehabilitation (PR) is a comprehensive intervention that includes exercise training as a core and essential component and that aims to improve exercise tolerance and exertional symptoms in people with chronic lung disease. PR is a cornerstone of care for people with chronic obstructive pulmonary disease, where its role and benefits have been well defined. PR offers increasing promise as an equally effective therapy for people with ILD. This review discusses the evidence of PR for ILD, outlines the current exercise training approach for people with ILD, and discusses important areas for future research.