Chronic pain affects up to 88% of people with chronic obstructive pulmonary disease (COPD) and has been associated with comorbidities. However, with pain not evaluated during pulmonary rehabilitation (PR) assessments, it is unclear whether PR impacts pain intensity and coping ability. This study aimed to 1) determine the effect of PR on pain qualities, coping behavior and psychological symptoms in those with COPD and chronic pain; and 2) assess the impact of PR on exercise capacity and quality of life in individuals with COPD and chronic pain compared to those without pain. Patients with COPD and comorbidities enrolling in outpatient PR were assessed for chronic pain. Those with chronic pain completed the Brief Pain Inventory, Coping Strategies Questionnaire-24, Fear Avoidance Behavior Questionnaire and measures of anxiety and depression. Changes in HRQOL and 6-minute walk distance (6MWD) following PR were compared between participants with and without chronic pain. Thirty-four participants with chronic pain and 34 participants without pain were included (mean ± SD, FEV1 47 ± 19% predicted). In those with chronic pain, PR did not affect pain intensity (median[IQR] pre/post PR 3[2-5] vs. 4[2-6] points, p = 0.21), anxiety (7[2-9] vs. 5[3-8] points, p = 0.82) or depression (4[2-8] vs. 3[1-6] points, p = 0.38) and did not change pain coping strategies. Both groups improved in 6MWD (mean difference [95% CI] 17[-39 to 72] m), and those without pain had greater improvement in mastery (p = 0.013). PR was effective in patients with moderate to severe COPD whether or not they reported chronic pain at the time of their initial assessment.