Weight loss is a frequently occurring complication in patients with chronic obstructive pulmonary disease (COPD) and is a determining factor of functional capacity, health status and mortality. Weight loss in COPD is a consequence of increased energy requirements that are not balanced by dietary intake. Both metabolic and mechanical inefficiency contribute to an elevated total daily energy expenditure. Alterations in anabolic and catabolic mediators resulting in a dysbalance between protein synthesis and protein breakdown may cause a disproportionate depletion of fat-free mass in some patients. Nutritional support is indicated for depleted patients with COPD because it provides not only supportive care, but direct intervention through improvement in respiratory and peripheral skeletal muscle function and in exercise performance. A combination of oral nutritional supplements and exercise or anabolic stimulus appears to be the best approach to obtaining significant functional improvement. Patients responding to this treatment even demonstrated a decreased mortality. Poor response was related to the effects of systemic inflammation on dietary intake and catabolism. The efficacy of anti-catabolic modulation requires further investigation.