The objective of this prospective study was to assess safety and efficacy of exercise training in a large cohort of patients with different forms and World Health Organization (WHO) functional classes of chronic pulmonary hypertension (PH). 183 patients with PH (pulmonary arterial hypertension (PAH), chronic thromboembolic PH and PH due to respiratory or left heart diseases received exercise training in hospital for 3 weeks and continued at home. Adverse events have been monitored during the in-hospital training programme. Efficacy parameters were evaluated at baseline, and after 3 and 15 weeks. After 3 and 15 weeks, patients significantly improved the distance walked in 6 min (6MWD) compared to baseline, scores of quality of life, WHO functional class, peak oxygen consumption, oxygen pulse, heart rate and systolic pulmonary artery pressure at rest and maximal workload. The improvement in 6MWD was similar in patients with different PH forms and functional classes. Even in severely affected patients (WHO functional class IV), exercise training was highly effective. Adverse events, such as respiratory infections, syncope or presyncope, occurred in 13% of patients. Exercise training in PH is an effective but not a completely harmless add-on therapy, even in severely diseased patients, and should be closely monitored.