Changes in physical competence, respiratory symptoms, well-being, emotional state, level of depression, every-day coping skills, and general activity and independence were studied in 40 chronic obstructive pulmonary disease patients participating in an intensive 3-week rehabilitation program. Both patient and staff ratings were used. Expectations and attitudes prior to rehabilitation were also measured. The study design included a 3-week basal period, a 3-week rehabilitation period and a 6-month follow-up. The immediate effects of rehabilitation on the variables which described subjective experiences were positive: well-being, emotional state and respiratory symptoms improved significantly (p < 0.001, p < 0.01 and p < 0.01, respectively). By the end of the follow-up period, however, all the treatment effects had dissipated. No significant effects of rehabilitation could be seen in every-day coping skills, general activity and independence or level of depression. It was not possible to predict the rehabilitation response on the basis of the patients’ attitudes, expectations, level of depression or age. We conclude that pulmonary rehabilitation causes transient improvement in respiratory symptoms and some subjectively characterized psychosocial variables and that this improvement is unpredictable by attitude and expectation variables.