In COPD patients a reduced daily activity has been well documented, resulting from both respiratory and non-respiratory manifestations of the disease. An evaluation by multisensory armband has confirmed that daily physical activity is mainly associated with dynamic hyperinflation, regardless of COPD severity. This aspect is crucial, since exercise capacity is closely correlated to life expectancy. Notwithstanding the causal key role of lung impairment in the patient's symptoms, some authors have suggested that other factors, such as systemic inflammation and co-morbidities, have an important role, particularly as mortality risk factors. Many studies suggest the efficacy of bronchodilators and rehabilitation in improving exercise capacity, and, speaking in terms of daily life, in increasing the number of days in which patients are able to perform their usual activities. On this evidence, the first aim in the management of COPD should be to improve exercise capacity and daily activity since these outcomes have direct effects on patients' quality of life, co-morbidities (heart and metabolic diseases), and prognosis. Thus, improving physical activity represents a modern approach aimed at dealing with both pulmonary and systemic manifestations of the disease. It is however worth of notice to remember that in patients affected by COPD the relationship between the improvement of "potential" exercise capacity and daily physical activity has been found to be only moderate to weak. Obtaining a significant behavior modification with regard to daily physical activity, together with the optimization of therapy thus represents currently the true challenge.