It is now recognised that chronic obstructive pulmonary disease (COPD) is a heterogeneous disease with many systemic features. Cardiovascular, metabolic, musculoskeletal and psychological comorbidities contribute to the morbidity and mortality in all stages of the disease. The presence of comorbid conditions has important consequences for disease assessment and management. In addition to treatment of the structural and functional changes in the lungs, clinical programmes for COPD should also assess and manage patients' comorbidities. Thus, there is an increasing need to understand the interaction between existing therapies and comorbidities. Pulmonary rehabilitation is an evidence-based intervention that has been shown to improve clinical outcomes in COPD. However, the impact of comorbidities on outcomes of pulmonary rehabilitation and vice versa is only partially understood. To date, there is limited information on the need for adapting specific interventions in pulmonary rehabilitation to comorbidities or the potential adverse effects of pulmonary rehabilitation in these patients. This article addresses the currently available literature and suggests novel areas for research.