The endurance shuttle walk test (ESWT) is frequently used as an outcome measure for pulmonary rehabilitation (PR). The minimal important difference (MID) for the ESWT after a course of rehabilitation has not been conclusively confirmed in the literature. The aim was to establish the MID for the ESWT following the 6-week PR programme in patients with chronic obstructive pulmonary disease (COPD). Following the completion of the 6-week PR programme, data from 531 participants were included in the analysis to estimate the MID for the ESWT using both anchor-based and distribution-based methods. Mean age (standard deviation (SD)) was 69.4 (9.1) years, 303 male, FEV1/FVC 0.51 (0.16). The baseline incremental shuttle walk test (ISWT) was 217.7 (SD 139.8) metres and ESWT 195.8 (SD 118.8) seconds, which increased to 279.6 (SD 149.5) metres and 537.4 (SD 378.3) seconds, respectively, following PR. The mean change was 61.8 (95% confidence interval (CI) 56.0–67.5) metres for the ISWT and 342.0 (95% CI 312.4–371.6) seconds for the ESWT. The distribution method (0.5 × SD) yielded an MID of 173.7 seconds, the global rating of change scale method yielded a value of 279.2 (95% CI 244.9–313.5) seconds for those rating themselves as ‘slightly improved’ and the ROC method 207 seconds. There was no agreement between the approaches employed. However, we propose that the MID for the ESWT in COPD following a 6-week PR programme is between 174 and 279 seconds.