Coronavirus disease 2019 (COVID-19), currently one of the immense burdens for global healthcare, is often characterized by rapid progression and the occurrence of symptoms particularly affecting the respiratory system. Continuous refinement of treatment protocols improves prognosis; however, COVID-19 survivors are often left with the symptomatic burden of dyspnea and fatigue. Therefore, it is necessary to continue comprehensive treatment including pulmonary rehabilitation. This study aimed to review the available literature on pulmonary rehabilitation in patients diagnosed with COVID-19. The pulmonary rehabilitation programs implemented various forms, i.e., aerobic exercise, breathing exercises, effective cough exercises, diaphragmatic breathing, and respiratory muscle training. Based on the literature review, it was found that pulmonary rehabilitation programs result in an improvement of respiratory function, reduction of fatigue and dyspnea, and improvement in exercise endurance and quality of life after completing both short-term and long-term programs, but depression and anxiety problems did not improve. Pulmonary rehabilitation combined with psychological therapy is crucial for COVID-19 survivors and plays a substantial role in patients' recovery.