Cardiac rehabilitation (CR) improves symptoms and survival in patients with acute myocardial infarction (AMI). We studied the change of diastolic function and its prognostic impact after CR. After reviewing all consecutive AMI patients from January 2012 to October 2015, we analyzed 405 patients (mean, 63.7 ± 11.7 years; 300 males) with baseline and follow-up echocardiographic examinations. We divided them into three groups according to their CR sessions: No-CR group (n = 225), insufficient-CR group (CR < 6 sessions, n = 117) and CR group (CR ≥ 6 sessions, n = 63). We compared echocardiographic parameters of diastolic dysfunction including E/e' ratio > 14, septal e' velocity < 7 cm/s, left atrial volume index (LAVI) > 34 mL/m2, and maximal TR velocity > 2.8 m/s. At baseline, there were no significant differences in all echocardiographic parameters among the three groups. At follow-up echocardiographic examination, mitral annular e' and a' velocities were higher in the CR group (p = 0.024, and p = 0.009, respectively), and mitral E/e' ratio was significantly lower (p = 0.009) in the CR group. The total number of echocardiographic parameters of diastolic dysfunction at the baseline echocardiography was similar (1.29 vs. 1.41 vs. 1.52, p = 0.358). However, the CR group showed the lowest number of diastolic parameters at the follow-up echocardiography (1.05 vs. 1.32 vs. 1.50, p = 0.017). There was a significant difference between the No-CR group and CR group (p = 0.021). The presence of CR was a significant determinant of major adverse cardiovascular events in the univariate analysis (HR = 0.606, p = 0.049). However, the significance disappeared in the multivariate analysis (HR = 0.738, p = 0.249). In conclusion, the CR was significantly associated with favorable diastolic function, with the highest mitral e' and a' velocity, and the lowest mitral E/e' ratio and total number of echocardiographic parameters of diastolic dysfunction at the follow-up echocardiographic examinations in AMI patients.