BACKGROUND: Exercise training programmes for patients with COPD are effective in improving exercise capacity. The few trials that have investigated the effects of exercise programmes on daily physical activity show contradictory results. AIM: To investigate the relation between daily physical activity level and exercise capacity in patients with COPD using data of a randomised controlled trial in which the exercise intervention was aimed at improvement of both physical activity and exercise capacity (the COPE-II study). METHODS: These are secondary analyses of the COPE-II study, a randomised controlled trial in which a community-based physiotherapeutic exercise programme was evaluated. Daily physical activity was measured with a pedometer (steps/day). Exercise capacity was measured with an incremental maximal cycle ergometer test, the incremental (ISWT) and endurance shuttle walk test (ESWT). Pearson correlation coefficients were calculated. RESULTS: At baseline, correlations between steps/day and VO(2peak), ISWT (m), ESWT (m) and ESWT (s) were 0.54, 0.59, 0.44, and 0.34, respectively (all p < 0.01). In the intervention group, correlations between change in steps/day over 7 months and change in ISWT (m), ESWT (m) and ESWT (s) were 0.47, 0.41, and 0.38, respectively (all p < 0.01). In the control group, these same correlations were weak to non-existent. CONCLUSIONS: A moderate to weak relationship was found between daily physical activity and exercise capacity. These results strengthen our beliefs that exercise interventions need to target not only exercise capacity but also behaviour change with regard to daily physical activity to achieve improvements in both parameters.