Abnormal sleep duration is associated with poor health. Upwards of 50% of people with chronic obstructive pulmonary disease (COPD) report poor sleep quality. The effect of pulmonary rehabilitation on self-reported sleep quality is variable. The aim of this study was to assess the effect of pulmonary rehabilitation on objectively measured sleep quality (via actigraphy) in people with COPD. Sleep quality was assessed objectively using the SenseWear Armband (SWA, BodyMedia, Pittsburgh, PA), worn for ≥4 days before and immediately after completing an 8-week pulmonary rehabilitation program. Sleep characteristics were derived from accelerometer positional data and registration of sleep state by the SWA, determined from energy expenditure. Forty-eight participants (n = 21 male) with COPD (mean (SD), age 70 (10) years, mean FEV1 55 (20) % predicted, mean 45 (24) pack year smoking history) contributed pre and post pulmonary rehabilitation sleep data to this analysis. No significant differences were seen in any sleep parameters after pulmonary rehabilitation (p = 0.07-0.70). There were no associations between sleep parameters and measures of quality of life or function (all p > 0.30). Sleep quality, measured objectively using actigraphy, did not improve after an 8-week pulmonary rehabilitation program in individuals with COPD. Whether on-going participation in regular exercise training beyond the duration of pulmonary rehabilitation may influence sleep quality, or whether improving sleep quality could enhance rehabilitation outcomes, is yet to be determined.