Because chronic obstructive pulmonary disease (COPD) often develops in long-time smokers in middle age, the patients frequently have a variety of other diseases related to either smoking or aging. Moreover, COPD itself also has significant extrapulmonary (systemic) effects. Therefore, COPD has been recognized as a systemic disease with significant comorbidities. Increasing evidence indicates that systemic inflammation is among the most important underlying mechanisms of comorbidities. In patients with COPD, physical inactivity (PI) caused by breathlessness is related not only to impairment of quality of life, but also to the strongest predictor of poor prognosis. It is generally accepted that PI is associated with chronic systemic inflammation. Similarly, it may contribute to the development of systemic inflammation in patients with COPD. PI is also associated with sarcopenia to induce depression, osteoporosis, metabolic disorder and cardiovascular diseases. Although improvement and maintenance of physical activity may play an important role in the reduction of systemic inflammation and the prevention of comorbidities, further studies should be required.