Pulmonary rehabilitation (PR) is an important part of the management of COPD, which can improve exercise capacity, activities of daily living, quality of life and perhaps survival in patients with chronic obstructive pulmonary disease (COPD). Recently, well-designed studies investigated and confirmed the efficacy of comprehensive pulmonary rehabilitation programmes, including exercise training, breathing exercises, optimal medical treatment, psychosocial support and health education. As a key element of PR, PR exercise training consists of exercise assessment and training methods. Exercise assessments should include the evaluation of dyspnea, exercise capacity and health-related quality of life. Following a thorough assessment of patients, individualized exercise training programs, including endurance, resistance and other exercise training methods, should be developed based on physiologic requirements and individual demands of patients. Although there have been many studies on the types of exercise for patients with COPD, there are still no conclusions about how to develop the best exercise prescription. Choosing the most appropriate methods for patients with COPD to calculate the situation is crucial. Therefore, this review aims to summarize the common methods of exercise assessments and exercise trainings in PR.