The aim of physical exercise retraining in patients with chronic obstructive lung disease undergoing rehabilitation is to increase the anaerobic work capacity with a rise in VO2 max. Exercise programmes must take into account the duration, frequency and intensity of exercise. In these patients, numerous factors limit physical exercise, including (a) decreased ventilatory capacity and respiratory muscles fatigue; (b) decreased efficacy of the pulmonary gas exchanges; (c) altered pulmonary vascular bed with altered cardiovascular response. The most widely used training methods are walking (or running), practising on a conveyor belt and using an ergometric bicycle. The last named seems to be the best method to evaluate the physiological effects of exercise or for experimental studies. Patients who are fit to participate in a retraining programme must be in a stable period and have a stable pharmacological regimen; they must be subjected to a preliminary exercise test in order to evaluate the main physiological parameters and to obtain information on their tolerance to exercise, on the presence of lactic acidosis and on the degree of hypoxaemia and hypercapnia. In the absence of contra-indications, a training programme can be set up with 30 to 45 minutes of exercise per day at least 3 to 5 times a week during 5 to 8 weeks, with a load amounting to 50-60% of VO2 max. Two questions remain to be answered: (a) is oxygen therapy useful during retraining; (b) what effect has training on survival?