INTRODUCTION: Chronic obstructive pulmonary disease (COPD) is a complex and heterogeneous respiratory disease with important extra-pulmonary features and comorbidities. The aim of this study was to assess clinical heterogeneity in a well-defined subgroup of individuals with COPD GOLD D, including possible gender differences. METHODS: Pulmonary function, arterial blood gases, exercise performance, quadriceps muscle function, problematic activities of daily life, dyspnea, health status and comorbidities have been assessed in 117 individuals with a MRC dyspnea grade 4/5 and COPD GOLD D entering pulmonary rehabilitation. RESULTS: A broad range of values were found for diffusion capacity, exercise capacity, quadriceps muscle function and health status. Indeed, the high coefficients of variation were found for these outcomes. Problematic activities of daily life as well as objectified comorbidities also varied to a great extent. Moreover, significant gender differences were found for exercise performance, lower-limb muscle function and various comorbidities. CONCLUSION: The current findings emphasize that COPD is a heterogeneous disease whose clinical presentation varies significantly, even in individuals with very severe COPD with the same degree of dyspnea and all classified as GOLD D. Trial registration: NTR2322.