Psoriatic arthritis (PsA) is a complex, multiform and chronic inflammatory disease characterized by the association of psoriasis and arthritis with other musculoskeletal and extra-articular manifestations. The treatment of PsA is rapidly evolving due to the introduction of new biologic and small-molecule drugs, and the aim of treatment is to induce a condition of remission or low disease activity in all disease domains. However, unmet treatment needs still persist for those patients with impaired function, reduced quality of life or comorbidities. In this context, physical therapy and rehabilitation could provide additional benefits by reducing disease activity and improving function. Although a large number of studies have assessed the role of physical therapy and exercise in other forms of chronic inflammatory arthritis, such as axial spondyloarthritis and rheumatoid arthritis, evidence on their effect on persons with PsA is still lacking. However, some studies have reported the potential positive role of physical therapy on the different disease domains of PsA, in helping to improve disease activity, prevent or improve articular impairment, improve pain management and improve quality of life. Here, we review current evidence on physical therapy, exercise and rehabilitation in patients with PsA. In particular, we review the literature focusing on each domain, to provide evidence of efficacy and effectiveness of exercise and rehabilitation on skin, peripheral arthritis, axial involvement, dactylitis, enthesitis and comorbidities.