Objective: The aim of this study was to determine the effectiveness of pulmonary rehabilitation on respiratory parameters, aerobic exercise capacity, quality of life and psychological status of the patients with chronic obstructive pulmonary disease (COPD). The addition of aerobic exercise on pulmonary exercises was also evaluated to provide further improvements on these parameters. Methods: Sixty-five patients were randomly assigned to carry out pulmonary exercise, combined (respiratory plus aerobics) and, a control groups. Demographic characteristics were noted. Respiratory function tests, maximal inspiratory pressure (PImax) and maximal expiratory pressure (PEmax) values and, exercise tolerance test (ETT) were assessed. Medical Research Council (MRC) dyspnea scale, body mass index (B), airway obstruction (O), dyspnea scale (D), exersice capacity (E) (BODE) index, Short Form 36 (SF-36), and Saint George Respiratory Questionnaire (SGRQ) obtained from each patient were recorded before the treatment, and after the 8-week treatment. Results: After the treatment significant increases were found in forced expiratory volume-one second (FEV1), FEV1/forced vital capacity (FVC) ratio, PImax, PEmax values in pulmonary and combined exercise groups, and FVC, vital capacity (VC) values in combined exercise group (p<0.05 for all parameters). Statistical differences were observed in both exercise groups regarding MRC Dyspnea score, Maksimum Equivalent Task (MET) values, SGRQ and some parameters of SF-36 (p<0.05 for all parameters). In the control group no noticeable difference was observed in any of the parameters. After treatment there was no difference between pulmonary and combined exercise group in any parameters (p<0.05). Conclusion: Both pulmonary and combined exercise programs improved exercise capacity, dyspnea, and the life quality of the COPD patients.