Chronic obstructive pulmonary disease (COPD) patients with limited ability to follow exercise protocols may receive smaller benefits from rehabilitation. The association between the ability to follow exercise protocols and short-term outcomes of rehabilitation was assessed in COPD patients. As a measure of the ability to follow exercise protocols, the number of major breaks lasting >or=1 min was determined in 98 COPD patients during supervised exercise sessions. The benefits from rehabilitation were compared between patients with, on average, more than one and one or fewer major breaks per session. Patients with one or fewer major breaks per session showed significantly greater improvements in exercise capacity (between-groups difference of 38 m for 6-min walking distance, 22.1 W for short-time maximum exercise capacity (steep ramp test) and 5.5 W for maximum exercise capacity). Quality of life also tended to be better in patients with one or fewer major breaks per session, but the differences were nonsignificant (adjusted between-groups difference in Chronic Respiratory Disease Questionnaire total score of 0.14). Limited ability to follow exercise protocols is associated with smaller benefits of rehabilitation. This finding highlights the importance of choosing tolerable exercise protocols for chronic obstructive pulmonary disease patients.