In patients with COPD, the degree of functional impairment appears to differ between the upper and lower limbs. Significant dyspnea and fatigue have been reported by these patients when performing tasks with unsupported upper limbs and two mechanisms have been proposed to explain this fact: neuromechanical dysfunction of respiratory muscles; and changes in lung volume during such activities. The neuromechanical dysfunction seen in COPD patients during this type of exercise is related to changes in the breathing pattern, as well as to the simultaneity of afferent and efferent muscle stimuli, resulting in respiratory muscle asynchrony. In addition, the increased ventilation during upper limb exercise in patients with COPD leads to dynamic hyperinflation at different workloads. During lower limb exercises, the strength and endurance of the quadriceps muscle is lower in COPD patients than in healthy subjects. This could by explained by abnormal muscle metabolism (decreased aerobic capacity), dependence on glycolytic metabolism, and rapid accumulation of lactate during exercise. In comparison with lower limb exercises, upper limb exercises result in higher metabolic and ventilatory demands, as well as in a more intense sensation of dyspnea and greater fatigue. Because there are differences between the upper and lower limb muscles in terms of the morphological and functional adaptations in COPD patients, specific protocols for strength training and endurance should be developed and tested for the corresponding muscle groups.