Abstract Aims This prospective, randomized, controlled, multicentre study aimed to evaluate efficacy and safety of exercise training in patients with pulmonary arterial (PAH) and chronic thromboembolic pulmonary hypertension (CTEPH). Methods and results For the first time a specialized PAH/CTEPH rehabilitation programme was implemented in 11 centres across 10 European countries. Out of 129 enrolled patients, 116 patients (58 vs. 58 randomized into a training or usual care control group) on disease-targeted medication completed the study [85 female; mean age 53.6 ± 12.5 years; mean pulmonary arterial pressure 46.6 ± 15.1 mmHg; World Health Organization (WHO) functional class II 53%, III 46%; PAH n = 98; CTEPH n = 18]. Patients of the training group performed a standardized in-hospital rehabilitation with mean duration of 25 days [95% confidence interval (CI) 17–33 days], which was continued at home. The primary endpoint, change of 6-min walking distance, significantly improved by 34.1 ± 8.3 m in the training compared with the control group (95% CI, 18–51 m; P < 0.0001). Exercise training was feasible, safe, and well-tolerated. Secondary endpoints showed improvements in quality of life (short-form health survey 36 mental health 7.3 ± 2.5, P = 0.004), WHO-functional class (training vs. control: improvement 9:1, worsening 4:3; χ2 P = 0.027) and peak oxygen consumption (0.9 ± 0.5 mL/min/kg, P = 0.048) compared with the control group. Conclusion This is the first multicentre and so far the largest randomized, controlled study on feasibility, safety, and efficacy of exercise training as add-on to medical therapy in PAH and CTEPH. Within this study, a standardized specialized training programme with in-hospital start was successfully established in 10 European countries.