Comprehensive pulmonary rehabilitation is an important component in the clinical management of people with chronic obstructive pulmonary disease (COPD). Although supervised exercise training is considered the cornerstone of effective pulmonary rehabilitation, there are many other components that should be considered to manage the impairments and symptom burden, as well as the psychosocial and lifestyle changes imposed by COPD. These include approaches designed to: 1) facilitate smoking cessation; 2) optimise pharmacotherapy; 3) assist with early identification and treatment of acute exacerbations; 4) manage acute dyspnoea; 5) increase physical activity; 6) improve body composition; 7) promote mental health; 8) facilitate advance care planning; and 9) establish social support networks. This article will describe these approaches, which may be incorporated within pulmonary rehabilitation, to optimise effective chronic disease self-management.