Physical inactivity is common in patients with chronic obstructive pulmonary disease (COPD) compared with age-matched healthy individuals or patients with other chronic diseases. Physical inactivity independently predicts poor outcomes across several aspects of this disease, but it is (at least in principle) treatable in patients with COPD. Pulmonary rehabilitation has arguably the greatest positive effect of any current therapy on exercise capacity in COPD; as such, gains in this area should facilitate increases in physical activity. Furthermore, because pulmonary rehabilitation also emphasizes behavior change through collaborative self-management, it may aid in the translation of increased exercise capacity to greater participation in activities involving physical activity. Both increased exercise capacity and adaptive behavior change are necessary to achieve significant and lasting increases in physical activity in patients with COPD. Unfortunately, it is readily assumed that this translation occurs naturally. This concise clinical review will focus on the effects of a comprehensive pulmonary rehabilitation program on physical activity in patients with COPD. Changing physical activity behavior in patients with COPD needs an interdisciplinary approach, bringing together respiratory medicine, rehabilitation sciences, social sciences, and behavioral sciences.