One of the primary objectives in management of chronic obstructive pulmonary disease (COPD) is preventing decrease in lung function and reducing the annual number of acute exacerbations of COPD (AECOPD). An oral course of systemic corticosteroids is a commonly used treatment in AECOPD. We hypothesize that this treatment also increases exercise performance and decreases muscle fatigue. In a randomized double-blinded, parallel, placebo-controlled trial, we investigated 14 men (8 on prednisolone 37.5 mg vs. 6 on placebo) with severe and very severe COPD. For 5 consecutive days, the patients performed a submaximal endurance test measuring time to exhaustion (TTE, primary endpoint), spirometry, maximal inspiratory and expiratory pressure and maximal isometric contraction of the quadriceps femoris muscle (maximum voluntary contraction (MVC)). At visits 2, 3 and 4, a fatigue protocol was carried out after 40 minutes of cycling at 40% of maximal effort. No differences between groups were found for TTE, lung function or maximal inspiratory or expiratory pressure, however, patients on prednisolone showed significant increased MVC: median 5.15 [3.35; 9.15] against placebo: -2 [-5.57; 3.95] ( p = 0.03). This finding indicates an impact of corticosteroids on muscle groups being exposed to submaximal endurance.