The exercise capacity has a specific importance in patients with non small cell lung cancer (NSCLC) at all stages of the disease. In the preoperative period for the early stages of the disease, low exercise capacity can be improved and thus allow curative surgery for unfit patients with NSCLC. The body of current literature suggests a beneficial effect of cardiopulmonary rehabilitation on exercise capacity, quality of life and length of hospital stay or rate of post-operative complications. For patients with advanced disease, exercise capacity, which is a predictor of survival, could be maintained at higher level with adapted cardiopulmonary rehabilitation. Ongoing studies will precise the best programs for patients with NSCLC and help to establish guidelines for clinicians.