The many health benefits of regular physical activity underline the importance of this topic, especially in this period of time when the prevalence of a sedentary lifestyle in the population is increasing. Physical activity levels are especially low in patients with chronic obstructive pulmonary disease (COPD). Regular physical activity and an active lifestyle has shown to be positively associated with outcomes such as exercise capacity and health-related quality of life, and therefore could be beneficial for the individual COPD patient. An adequate level of physical activity needs to be integrated into daily life, and stimulation of physical activity when absent is important. This article aims to discuss in more detail the possible role of regular physical activity for a number of well-known outcome parameters in COPD.