The aims of this review were to determine the level of evidence for exercise training in the management of patients with chronic obstructive pulmonary disease (COPD) and provide evidence-based recommendations on exercise training. This review was performed in PubMed and Cochrane Library. Included studies investigated patients with COPD who had been randomised to exercise training or no training. Six systematic reviews were included. The methodological quality was scored using a grading system (GRADE). The analysis showed that aerobic and resistance training in patients in a stable state of COPD results in improved health-related quality of life and decreased dyspnoea, anxiety and depression (moderately strong scientific evidence, grade +++), and increased physical capacity and decreased dyspnoea in daily activities (limited scientific evidence, grade ++). In patients with an acute exacerbation, aerobic and resistance training, performed directly after the exacerbation, results in improved health-related quality of life (moderately strong scientific evidence, grade +++), improved exercise capacity and decreased mortality and hospitalisation (limited scientific evidence, grade ++). Thus, patients with COPD should be recommended to take part in exercise training.