Background: Pulmonary rehabilitation (PR) is fundamental in chronic obstructive pulmonary disease (COPD) management but not all patients may show functional benefits from PR. Aim: The aim of this study was to identify predictors of non-response in functional capacity to PR. Design: Observational study. Setting: Inpatient pulmonary rehabilitation center. Population: COPD patients. Methods: This single center study is a retrospective analysis of data in COPD patients admitted to a PR center between January 2012 and December 2017. Post-PR change in 6-min walking distance (6MWD) was used to determine the functional response to PR. Patients characteristics and pre-PR 6-min walking test responses were analyzed to determine factors associated with post-PR changes in 6MWD. Results: Data from 835 patients were analyzed as well as a subgroup of 190 patients with additional variables available. Eighty percent of the patients showed clinically significant 6MWD improvement post-PR. The predictors of 6MWD response to PR were age, pre-PR 6MWD, pre-PR end-of-test dyspnea and long-term oxygen therapy. Older patients, longer pre-PR 6MWD, higher pre-PR end-of-test dyspnea score and the use of oxygen supplementation were associated with lesser post-PR 6MWD improvement. Conclusions: This study identified four important clinical variables predicting a lack of 6MWD response to PR. Clinical rehabilitation impact: Patients with such clinical characteristics may require specific PR modalities to improve their functional benefit.