Chronic obstructive pulmonary disease is currently considered a systemic disease, presenting structural and metabolic alterations that can lead to skeletal muscle dysfunction. This negatively affects the performance of respiratory and peripheral muscles, functional capacity, health-related quality of life and even survival. The decision to prescribe ergogenic aids for patients with chronic obstructive pulmonary disease is based on the fact that these drugs can avert or minimize catabolism and stimulate protein synthesis, thereby reducing the loss of muscle mass and increasing exercise tolerance. This review summarizes the available data regarding the use of anabolic steroids, creatine, L-carnitine, branched-chain amino acids and growth hormones in patients with chronic obstructive pulmonary disease. The advantage of using these ergogenic aids appears to lie in increasing lean muscle mass and inducing bioenergetic modifications. Within this context, most of the data collected deals with anabolic steroids. However, to date, the clinical benefits in terms of increased exercise tolerance and muscle strength, as well as in terms of the effect on morbidity and mortality, have not been consistently demonstrated. Dietary supplementation with substances of ergogenic potential might prove to be a valid adjuvant therapy for treating patients with advanced chronic obstructive pulmonary disease, especially those presenting loss of muscle mass or peripheral muscle weakness.