Physiological changes are observed following a structured exercise training programme in patients with COPD, without changes in resting lung function.Exercise training is the cornerstone of a comprehensive pulmonary rehabilitation programme in patients with COPD.Most comorbidities in patients referred for pulmonary rehabilitation remain undiagnosed and untreated.After careful screening, it is safe for COPD patients with comorbidities to obtain significant and clinically relevant improvements in functional exercise capacity and health status after an exercise-based pulmonary rehabilitation programme.To inform readers of the positive effects of exercise-based pulmonary rehabilitation in patients with COPD, even with comorbid conditions.To inform readers of the importance of physical activity in patients with COPD. Exercise training is widely regarded as the cornerstone of pulmonary rehabilitation in patients with chronic obstructive pulmonary disease (COPD). Indeed, exercise training has been identified as the best available means of improving muscle function and exercise tolerance in patients with COPD. So, exercise training truly makes a difference in the life of patients with COPD. In this review, an overview is provided on the history of exercise training (as standalone intervention or as part of a comprehensive pulmonary rehabilitation programme), exercise training in comorbid patients with COPD, and the impact of physical activity counselling in a clean air environment.