The objective of this study was to assess the efficacy of exercise training by means of a rehabilitative walking protocol. Twenty patients with COPD staged as III/IV according to the Global Initiative for Chronic Obstructive Lung Disease were included. Patients were evaluated at baseline and at the end of the exercise program regarding oxygen desaturation, sensation of dyspnea/fatigue, quality of life and six-minute walk distance. The comparison between the six-minute walk distance prior to and after training proved the efficacy of the protocol, which also resulted in a decrease in oxygen desaturation and in the sensation of dyspnea. This protocol can be easily put into practice.