Impairment of exercise tolerance is a common problem in patients with severe chronic obstructive pulmonary disease. The cause of exercise intolerance in patients with severe chronic obstructive pulmonary disease is multifactorial and includes impaired lung mechanics, fatigue of inspiratory muscles, impaired gas exchange, right ventricular dysfunction, malnutrition, occult cardiac disease, deconditioning, and psychologic problems; however, impaired lung mechanics and gas exchange abnormalities seem to be the major limiting factors. Recently, the approach to management of pulmonary rehabilitation in patients with chronic obstructive pulmonary disease has changed because improvement in exercise tolerance has been demonstrated after pulmonary rehabilitation. Other adjunctive measures that have been shown to contribute to the observed improvement in exercise tolerance include administration of oxygen, nutritional support, cessation of smoking, and psychosocial support. The roles of ventilatory muscle endurance training, respiratory muscle rest therapy, nasally administered continuous positive airway pressure, and training of the muscles of the upper extremities are less clearly defined.