A truly successful pulmonary rehabilitation entails implementing physical activity maintenance. This article reviews the current knowledge on pulmonary rehabilitation and the expected benefits, the setting, the relationship between self-management and pulmonary rehabilitation, in order to develop and implement clinically-effective physical activity maintenance interventions. The effectiveness of pulmonary rehabilitation is well-established. However, access to pulmonary rehabilitation is limited. Home-based pulmonary rehabilitation has been shown to be an effective, equivalent alternative to outpatient pulmonary rehabilitation in COPD patients. The opportunity to offer different pulmonary rehabilitation settings tailored to individual needs should improve accessibility to this intervention. Sustained long-term physical activity remains the most important challenge for COPD patients. We need a dependable system of coordinated health care interventions and communication, and components that include self-management support. Self-management should be an integrated part of pulmonary rehabilitation and remain long after the pulmonary rehabilitation is completed. By early identification of patients who may have difficulty maintaining exercise and implementing appropriate self-management interventions during and after the rehabilitation program, it may be possible to promote better long-term involvement in physical activity. Pulmonary rehabilitation should not stand alone; the best program is that which can be maintained to translate into a continuous increase in the activities of daily living. Future research should evaluate the effect of self-management interventions combined with pulmonary rehabilitation to improve long-term activity and exercise maintenance.