The BODE index, which integrates body mass index, airflow limitation (forced expiratory volume in one second), dyspnoea and 6-min walk distance, predicts mortality in chronic obstructive pulmonary disease (COPD). Pulmonary rehabilitation (PR) improves some components of BODE. It was hypothesised that changes in BODE may reflect the effects of PR. To test this, participation in PR was offered to 246 patients (BODE quartiles 2-4). The patients were divided as follows: no PR (130 who declined rehabilitation or who dropped out from PR), and PR (116 who completed PR). BODE was determined at entry, after PR, and at 1 and 2 yrs. Other outcomes were: length of stay (LOS) for respiratory-related hospitalisations and mortality. At entry, the two groups had similar age and comorbidity but different BODE. After PR, the BODE improved by 19% and returned to baseline after 2 yrs. The BODE worsened in the no PR group by 4% at 12 months and 18% at 2 yrs. Respiratory mortality at 2 yrs for PR was 7%, compared with 39% for no PR. LOS at 1 yr for COPD decreased 20% in PR, while it increased 25% in no PR. In conclusion, pulmonary rehabilitation participation improves BODE and is associated with better outcomes. The BODE index change after pulmonary rehabilitation provides valuable prognostic information.