We have adapted, implemented and trained the Learned Primal Dual algorithm suggested by Adler and Öktem and evaluated its performance in reconstructing projection data from our PET scanner. Learned Primal Dual reconstructions are compared to Maximum Likelihood Expectation Maximisation (MLEM) reconstructions. Different strategies for training are also compared. Whenever the noise level of the data to reconstruct is sufficiently represented in the training set, the Learned Primal Dual algorithm performs well on the recovery of the activity concentrations and on noise reduction as compared to MLEM. The algorithm is also shown to be robust against the appearance of artefacts, even when the images that are to be reconstructed present features were not present in the training set. Once trained, the algorithm reconstructs images in few seconds or less.