Methods and materials: 140 patients medically treated for pulmonary embolism will be recruited from 6 different hospitals. After inclusion the patients will be randomly allocated to either the control group, receiving usual care, or the intervention group, receiving an 8-week home-based exercise programme in addition to usual care. At the time of inclusion, after 2 months and after 6 months, the patients' physical capacity is measured using the Incremental Shuttle Walk test.