Pulmonary rehabilitation is among the essential interventions in the management of individuals with COPD. Pulmonary rehabilitation reduces dyspnea, increases exercise tolerance, and improves the health-related quality of life. Exercise training is a core component of pulmonary rehabilitation and is believed to provide the most benefits in increasing physical activity in individuals with COPD. However, it is not always successful in translating the benefits of exercise training into enhanced physical activity. Real-time feedback in regard to using a pedometer is reported to be useful in motivating physical activity. The conditioning technique that is suggested to reduce the hyperinflation of lungs may also be useful in motivating activity. The behavioral modification will be the most effective intervention in transferring the gains in exercise capacity to enhanced physical activity. Further research is needed regarding the optimization of behavioral modification intervention in patients with COPD.