Pulmonary rehabilitation programs are aimed at providing benefits to COPD patients, in various aspects. Our objective was to review the literature on COPD patient rehabilitation. This systematic review involved articles written in English, Spanish, or Portuguese; published between 2005 and 2009; and indexed in national and international databases. Articles were classified in accordance with the Global Initiative for Chronic Obstructive Lung Disease criteria for the determination of the level of scientific evidence (grade of recommendation A, B, or C). The outcome measures were exercise, quality of life, symptoms, exacerbations, mortality, and pulmonary function. Treatments were classified as standard rehabilitation, partial rehabilitation, strength exercises, and resistance exercises. Of the 40 articles selected, 4, 18, and 18 were classified as grades A, B, and C, respectively. Of the 181 analyses made in these articles, 61, 50, 23, 23, 20, and 4, respectively, were related to the outcome measures quality of life, exercise, symptoms, exacerbations, pulmonary function, and mortality. The standard rehabilitation programs showed positive effects on all of the outcomes evaluated, except for mortality (because of the small number of analyses). However, we found no differences among the various rehabilitation programs regarding their effects on the outcomes studied. Rehabilitation programs can be considered important tools for the treatment of COPD. Therefore, health administrators should implement public policies including such programs in the routine of health care facilities.