Peripheral artery disease (PAD) is a significant medical concern that is highly prevalent, costly, and deadly. Additionally, patients with PAD have significant impairments in functional independence and health-related quality of life due to leg symptoms and ambulatory dysfunction. Exercise therapy is a primary treatment for patients with PAD, as ambulatory outcome measures improve following a program of exercise rehabilitation. This review describes the outcomes that improve with exercise, the potential mechanisms for improved leg symptoms, key exercise program considerations for training patients with PAD with walking-based exercise, other exercise modalities that have been utilised, the use of on-site supervised exercise programs, and a major focus on historical and contemporary trials on conducting home-based, minimally supervised exercise program to treat PAD. The review concludes with recommendations for future exercise trials, with particular emphasis on reported greater details of the exercise prescription to more accurately quantify the total exercise dose of the program.