In chronic obstructive pulmonary disease (COPD) patients, pulmonary rehabilitation is a nonpharmacological intervention aimed at improving physical exercise tolerance, dyspnoea and perceived quality of life. However, identifying predictors of clinical response and which patients achieve benefit remains a difficult question to answer with no conclusive data available. Baseline characteristics of COPD patients, such as degree of breathlessness, body weight and arterial partial pressure of oxygen, generally appear to be too direct to have a correlation with improvement of post-rehabilitation outcomes. Furthermore, some additional benefits of patients treated with rehabilitation are simply not detected by usual measures (social interaction, sleep quality and confidence). Although there are some data suggesting that some medical conditions frequently associated with COPD (osteoporosis, metabolic syndrome and heart diseases) may negatively influence rehabilitation outcomes, at present the evidence is contradictory.