Chronic obstructive pulmonary disease (COPD) is a systemic disease that leads to weight loss and muscle dysfunction resulting in an increase in mortality. This study aimed to determine the prevalence rate of malnutrition and nutritional status and also factors associated with nutritional status. A total of 149 subjects were involved in the cross-sectional study. The study was conducted at two medical centers in Kuala Lumpur, Malaysia. The results of the study showed that malnutrition was more prevalent (52.4%) in the subjects with severe stages of COPD as compared to mild and moderate COPD stages (26.2%) (P < 0.05). Fat-free mass depletion as assessed using fat-free mass index (FFMI) affected 41.9% of the subjects. Plasma vitamin A, peak expiratory flow (PEF), and handgrip were the predictors for body mass index (BMI) (R(2) = 0.190, P < 0.001). Plasma vitamin A and force expiratory volume in one second (FEV(1)) were the predictors of FFMI (R(2) = 0.082, P = 0.007). BMI was the predictor of respiratory factors, that is, FEV(1)% predicted (R(2) = 0.052, P = 0.011). It can be concluded that there is a need to identify malnourished COPD patients for an appropriate nutrition intervention.