Pulmonary arterial hypertension (PAH) is often associated with impaired exercise capacity. It has been shown that supervised training can improve exercise capacity in adult patients with PAH. The objective of this prospective study was to assess the feasibility of a home exercise training program in children with PAH. Nine children and adolescents (mean age 15.2 ± 3.8 years) with low-risk PAH (defined as mean pulmonary to systemic arterial pressure ratio <0.75; WHO functional class I and II) performed home-based exercise training for 16 weeks. Cardiopulmonary exercise testing and health-related quality of life was evaluated before and after 16 weeks of training. The amount of training at home and patients’ well-being was supervised by periodical phone calls and online-questionnaires. Home exercise training was well tolerated in all patients, and no adverse events occurred. After 16 weeks of training, patients significantly improved their exercise capacity [treadmill running distance increased from 589.5 ± 153.9 to 747.9 ± 209.2 m (p = 0.036)]. Oxygen consumption at the anaerobic threshold increased from 1307.8 (±417) to 1406.4 (±418) ml (p = 0.028). Chronotropic index improved from 0.77 ± 0.12 to 0.82 ± 0.11 (p = 0.004) and was slightly related to the increase in running distance (r = 0.62; p = 0.07). Home exercise training is feasible in children and adolescents with low-risk PAH, and the preliminary results of this pilot study indicate beneficial effects. The observed increase in exercise capacity was accompanied by an improved chronotropic competence and increased oxygen consumption at the anaerobic threshold. Future research is needed to investigate the safety and efficacy of home exercise training in a larger population of children with PAH including also patients in WHO functional class III or IV.