Patients with chronic obstructive pulmonary disease (COPD) complain of dyspnea and fatigue. We sought to estimate the prevalence of high fatigue in this population and to determine whether individuals with high fatigue had a different response to pulmonary rehabilitation. This observational study was embedded within a randomized trial. Participants underwent 3 months of pulmonary rehabilitation including education and exercise training. We divided 251 individuals into low and high fatigue groups using population normal scores of the SF-36 vitality domain. Baseline data included spirometry, 6-minute walk distance (6MWD), peak exercise capacity, constant workrate cycling endurance time, and questionnaires including the St. George's and Chronic Respiratory questionnaires (SGRQ, CRQ). The response to pulmonary rehabilitation was evaluated using changes in these measures at 3 months and 1 year after entry. High fatigue was present in 97/251 (39%) of patients. High fatigue patients were younger, had more depressive symptoms, greater dyspnea and poorer SGRQ scores (p < 0.01). They also had lower 6MWD, endurance times, and peak volume of oxygen consumption (VO(2); p < 0.05). Patients in both groups improved similarly in their dyspnea, the 6MWD and endurance time. High-fatigue patients had greater improvements in both the CRQ fatigue (by 0.74 more points) and the SGRQ scores (by 6.0 points; p < 0.01), with clinically significant gains maintained at 1 year. This study suggests that high levels of fatigue is a common feature in patients with COPD. They have a lower exercise capacity and a lower health status. However, they benefit from pulmonary rehabilitation.