Recovery of lung function is delayed by up to two months following acute exacerbation (AE) of COPD patients. After AE, even with optimal medical therapy, it takes a considerable time for COPD patients to recover to baseline ability to perform routine physical activities. Although pulmonary rehabilitation (PR) has long been considered a useful non-pharmacological therapy in stable COPD individuals, there have been only a few studies into the effects of rehabilitation during and/or just after AE. This review updates the application of early PR and main physical therapies both during hospital acute care and following discharge of COPD patients who have experienced exacerbation. It is only recently that literature has demonstrated the feasibility and effectiveness of early PR in COPD patients undergoing AE. Nonetheless, early PR clearly appears to be a treatment indicated just after, or even during, an acute episode in hospital. Future studies should be able to clarify the practical role and effects of a timely application of rehabilitation to acute COPD, as well as the preferred modalities, duration and techniques to apply in this condition.