Purpose: Pulmonary rehabilitation (PR) enhances exercise tolerance in patients with COPD; however, improvements in physical activity (PA) are not guaranteed. This study explored the relationship between baseline exercise tolerance and changes in PA after PR. Materials and methods: Patient data from prospective clinical trials in the PR settings of Athens and Leuven (2008–2016) were analyzed. Validated PA monitors were worn for 1 week before and after a 12-week program. The proportion of patients who improved PA levels ≥1,000 steps/day (“PA responders”) after PR was compared between those with initial 6-minute walk distance [6MWDi] <350 m and ≥350 m. Baseline predictors of PA change were evaluated via univariate and multivariate logistic regression analyses. Results: Two hundred thirty-six patients with COPD (median [IQR] FEV1 44 [33–59] % predicted, age 65±8 years, 6MWDi 416 [332–486] m) were included. The proportion of “PA responders” after PR was significantly greater in those with higher vs lower 6MWDi (37.9% vs 16.4%, respectively; P<0.001). 6MWDi group classification was the strongest baseline independent predictor of PA improvement (univariate OR 3.10, 95% CI 1.51–6.36). Conclusion: The likelihood of improving PA after PR is increased with greater 6MWDi. Baseline exercise tolerance appears as an important stratification metric for future research in this field.