Pulmonary rehabilitation in chronic obstructive pulmonary disease (COPD) improves exercise tolerance and health status, however, these effects have been shown to decline after termination of the rehabilitation program. This study has examined the long-term effect of a 7-week supervised rehabilitation program combined with daily self-monitored training at home on exercise tolerance and health status. Two hundred and nine consecutive COPD patients who had completed a 7-week pulmonary rehabilitation program were assessed with endurance shuttle walk test (ESWT) and the St George's Respiratory Questionnaire (SGRQ) at baseline, 0, 3, and 12 months after the program. Sixty-eight (32.5%) patients did not attend the 1-year follow-up. Among the 141 patients who competed the 1-year evaluation, the initial improvement after the 7-week program in the ESWT time was 180 s or 101% (p = 0.001) and in SGRQ 3.4 units (p = 0.001). These effects were maintained at the 1-year evaluation (ESWT 59% above baseline; p < 0.001 and improved SGRQ 3.0 units compared with baseline; p = 0.011). The 31 patients who attended the 6-month, but not the 12-month evaluation, improved ESWT time by 96 s (p = 0.02) without any change in SGRQ +2.0 (p = 0.40). A relative simple and inexpensive 7-week supervised rehabilitation program combined with daily self-monitored training at home was able to maintain significant improvement in exercise tolerance and health status throughout 1 year. Death and hospital admissions due to acute exacerbations were the main reasons for non-attendance in the follow-up period.