Interstitial lung disease (ILD) is a diverse group of chronic lung conditions characterized by dyspnea, exercise-induced hypoxemia (EIH), and exercise intolerance. Since activity limitations and impaired health-related quality of life (HRQoL) in ILD are similar to those in other chronic respiratory diseases, including chronic obstructive pulmonary disease (COPD), pulmonary rehabilitation is also indicated for patients with ILD. This rehabilitation program mainly comprises exercise training and self-management education. Exercise training is the most important component of pulmonary rehabilitation. It significantly improves dyspnea and enhances exercise capacity and HRQoL in patients with ILD. The standard exercise prescription used for COPD is also effective for ILD. However, considering that disease progression and exercise-limiting factors are different in patients with COPD is necessary. Severe EIH, the adverse effects of corticosteroid administration, and comorbidities often lead to difficulty in employing a sufficient exercise intensity. Some modifications in the exercise prescription for individual patients or strategies to minimize EIH and dyspnea are required to optimize training intensity. Since EIH is common and severe in patients with ILD, supplemental oxygen should be provided. In advanced and more severe patients, who have difficulty in performing exercises, energy conservation techniques and the use of energy-saving devices to improve and maintain the patients' activities of daily living may be effective.