Idiopathic pulmonary fibrosis (IPF) is a chronic and irreversible fibrotic disease whose natural history is characterised by a progressive worsening of the pulmonary function, exertional dyspnoea, exercise intolerance, reduced physical activity, and health-related quality of life (HRQOL) impairment. Pulmonary rehabilitation (PR) is a comprehensive, multi-disciplinary programme that uses a combination of strength training, teaching, counselling, and behaviour modification techniques to reduce symptoms and optimise functional capacity in patients with chronic lung disease. Based on the well-documented effectiveness of PR in chronic obstructive pulmonary disease (COPD), over the years supportive evidence of its benefits for other respiratory diseases has been emerging. Although the latest rehabilitation guidelines recognised PR’s efficacy for interstitial lung disease (ILD) and IPF in particular, this comprehensive approach remains underused and under-resourced. In this review, we will discuss the advantages and beneficial effects of PR on IPF, analysing its impact on exercise capacity, disease-related symptoms, cardiovascular outcomes, body composition, and HRQOL.