Pulmonary rehabilitation has been shown to be an important part of the management of patients with chronic obstructive pulmonary disease (COPD). Exercise training is the corner stone of a comprehensive, multidisciplinary pulmonary rehabilitation in COPD and has been shown to improve health-related quality of life and exercise capacity. Nevertheless, not every COPD patient responds well to pulmonary rehabilitation. Future trials should focus on new additions to conventional pulmonary rehabilitation programmes to optimise its effects on health-related quality of life, exercise capacity, body composition and muscle function in patients with COPD. Therefore, a patient-tailored approach is inevitable. Advantages and disadvantages of new modalities of pulmonary rehabilitation will be outlined in detail, including the following: endurance training and long-acting bronchodilatators; endurance training and technical modalities (inspiratory pressure support and inspiratory muscle training); interval training; resistance training; transcutaneous neuromuscular electrical stimulation; and exercise training and supplements (oxygen, oral creatine, anabolic steroids and polyunsaturated fatty acids). Based on well defined baseline characteristics, patients should most probably be individually selected. At present, these new modalities of pulmonary rehabilitation have been shown to improve body composition, skeletal muscle function and sometimes also exercise capacity. However, the translation to an improved health-related quality of life is mostly lacking, and cost effectiveness and long-term effects have not been studied. Moreover, future trials should study the effects of pulmonary rehabilitation in elderly patients with restrictive pulmonary diseases.