Introduction Pilates exercise may complement traditional pulmonary rehabilitation in individuals with chronic obstructive pulmonary disease (COPD). The objective was to analyze the effects of adding a six-month Pilates exercise program to a three-month pulmonary rehabilitation for individuals with COPD. Methods Thirty-five participants with COPD (GOLD B) were assigned to the intervention (n=14) or control (n=21) group. Both groups received an initial three months of a pulmonary rehabilitation program. The intervention group further underwent six months of pilates. Participants were evaluated at baseline and at three, six, and nine months. Lung function and strength of respiratory muscles were defined as primary outcomes. Secondary outcomes included cardiac, physical function, and exacerbation episodes. Results There were no consistent statistically significant differences between groups for the lung function outcomes (p<0.05). Maximal inspiratory and expiratory pressure increased significantly at three months in both groups (p<0.05). It was significantly superior in the intervention group at nine months for maximal inspiratory pressure (p=0.005) and six and nine months for maximal expiratory pressure (p=0.027 and p<0.001, respectively). Changes in muscle strength (knee extension and handgrip) were comparable between groups (p>0.05), but exercise-induced fatigue and balance were significantly superior in the intervention group at the six- and nine-month follow-ups (p<0.05). Discussion Pilates exercise programs may be implemented to augment traditional pulmonary rehabilitation with the goal of improving the strength of respiratory muscles. Conclusion Adding a Pilates exercise program to pulmonary rehabilitation resulted in superior strength of respiratory muscles, higher resistance to exercise-induced fatigue, and improved balance.