Physical activity is defined as any bodily movement produced by skeletal muscles which results in energy expenditure. Physical activity in daily life can be categorised into occupational, sports, conditioning, household, or other activities. Exercise is a subset of physical activity that is planned, structured, and repetitive and has as a final or an intermediate objective the improvement or maintenance of physical fitness . According to international guidelines, exercise training, widely regarded as the cornerstone of pulmonary rehabilitation, is the best available means of improving muscle function and exercise tolerance in patients with chronic obstructive pulmonary disease (COPD) [2, 3]. It truly makes a difference in the life of patients with COPD. In this review, an overview is provided on the history of exercise training (as standalone intervention or as part of a comprehensive pulmonary rehabilitation programme), the state-of-the-art exercise training, exercise training in comorbid patients with COPD, and the impact of physical activity counselling in a clean air environment.