The effect of exercise at different intensities as well as the effect of intensive supervised pulmonary rehabilitation on oxidative stress were studied for chronic obstructive pulmonary disease (COPD). Eleven patients with COPD and 11 healthy age-matched control subjects performed a maximal and submaximal exercise cycle ergometry test at 60% of peak workload. Patients with COPD performed these tests before and after 8 wk of pulmonary rehabilitation. Measurements were done before, immediately after, and 4 h after both exercise tests. At rest, increased oxidative stress was observed in patients compared with control subjects, as measured by urinary malondialdehyde (MDA; p < 0.05) and hydrogen peroxide (H2O2) in breath condensate (p < 0.05). In healthy control subjects, a significant increase in urinary MDA was observed 4 h after both exercise tests (p = 0.05), whereas H2O2 significantly increased immediately after maximal exercise (p < 0.05). In patients with COPD, before rehabilitation, reactive oxygen species-induced DNA damage in peripheral blood mononuclear cells, urinary MDA, and plasma uric acid were significantly increased after both exercise tests (p < 0.05), whereas no significant increase was observed in plasma MDA. In contrast, exhaled H2O2 was only significantly increased after maximal exercise (p < 0.02). Although after rehabilitation peak workload was increased by 24%, a similar oxidative stress response was found. Remarkably, a decrease in reactive oxygen species-induced DNA damage was detected after exercise at submaximal intensity despite increased exercise duration of 73%. In summary, patients with COPD had increased pulmonary and systemic oxidative stress both at rest and induced by exercise. In addition, pulmonary rehabilitation increased exercise capacity and was associated with reduced exercise-induced oxidative stress.