Background: Physical exercise training aims at reducing disease-specific impairments and improving quality of life in patients with chronic obstructive pulmonary disease (COPD). COPD exacerbations in particular negatively impact COPD progression. Physical therapy intervention seems indicated to influence exacerbations and their consequences. However, information on the effect of physical therapy on exacerbation occurrence is scarce. This study aims to investigate the potential of a protocol-directed physical therapy programme as a means to prevent or postpone exacerbations, to shorten the duration or to decrease the severity of exacerbations in patients with COPD who have recently experienced an exacerbation. Besides, this study focuses on the effect of protocol-directed physical therapy on health status and quality of life and on cost-effectiveness and cost-utility in patients with COPD who have recently experienced an exacerbation. Methods/Design: A prospective cohort of 300 COPD patients in all GOLD stages will be constructed. Patients will receive usual multidisciplinary COPD care including guideline-directed physical therapy. Patients in this cohort who have GOLD stage 2 to 4 (post-bronchodilator FEV1/FVC <0.7 and FEV1 <80% of predicted), who receive reimbursement by health insurance companies for physical therapy (post-bronchodilator Tiffeneau-index <0.6) and who experience a COPD exacerbation will be asked within 56 days to participate in a cohort-nested prospective randomised controlled trial (RCT). In this RCT, the intervention group will receive a strict physical therapy programme for patients with COPD. This protocol-directed physical therapy (pdPT) will be compared to a control group that will receive sham-treatment, meaning no or very low-intensity exercise training (ST). An economic evaluation will be embedded in the RCT. Anthropometric measurements, comorbidities, smoking, functional exercise capacity, peripheral muscle strength, physical activity level, health related quality of life, patients' perceived benefit, physical therapy compliance, motivation level, level of effective mucus clearance, exacerbation symptoms and health care contacts due to COPD will be recorded. Follow-up measurements are scheduled at 3 and 6 weeks, 3, 6, 12 and 24 months after inclusion. Discussion: Ways to minimise potential problems regarding the execution of this study will be discussed.