Cycle ergometer training is an important component of pulmonary rehabilitation for patients with COPD. However, incremental cycle tests from which individualized cycle training intensity can be prescribed may not be readily available to clinicians. The aims of the study were to (i) investigate the physiological and psychophysical responses to the 6-min walk test (6MWT), incremental shuttle walk test (ISWT) and cycle ergometer test (CET); and (ii) determine whether the distance walked in either the 6MWT or the ISWT could be used to estimate peak work rate on a cycle ergometer. A repeated measures study was undertaken in COPD patients in a stable condition. The 6MWT, ISWT and CET were performed in random order, and physiological responses, rate of perceived exertion and dyspnoea were measured. Twenty-two patients with COPD completed the study. There was no significant difference in peak oxygen uptake between the 6MWT, ISWT and CET. The significant correlation between the 6MWD and incremental shuttle walk distance with peak watts on the CET (r = 0.63, P = 0.002 and r = 0.75, P < 0.001, respectively) was strengthened by the inclusion of weight, age and gender (r = 0.89 P = 0.001 and r = 0.91, P < 0.001). Bland-Altman analysis demonstrated a strong agreement between peak work rate measured on the CET and that estimated from either the 6MWT or the ISWT. The significant relationships found between the three exercise tests, and the regression equations predicting peak work rate on the CET from the 6MWT or the ISWT, may allow for the estimation of intensity of cycle exercise training from walk tests in COPD patients.