Objective To investigate the effects of pulmonary rehabilitation (PR) and combined nutritional support therapy on quality of life (QoL) and functional status in patients with chronic obstructive pulmonary disease (COPD). Methods This pre-and post-intervention prospective exploratory study involved 64 patients with stable stage three to four COPD. Oral nutritional support and personalized diet were combined with an intense and comprehensive PR program. Baseline and 8-week follow-up scores were compared for the 6-minute walk test (6MWT), incremental shuttle walking test (ISWT), St. George’s Respiratory Questionnaire (SGRQ), pulmonary function tests (PFT), PImax-PEmax, arterial blood gas (ABG), respiratory rate (RR), handgrip strength, Borg and modified Medical Research Council dyspnoea scale scores and fat-free mass index. Results Significant improvements were found in functional status (6MWT: 86.72 m, ISWT: 76.24 m), QoL (SGRQ total: 13.86), PFT, ABG, RR, dyspnoea, upper extremity muscle strength and hand-body composition. Conclusion Nutritional support with comprehensive and intensive PR can significantly improve physical performance, QoL, dyspnoea and body composition in COPD. The improvement in QoL was greater than that reported in previous studies. Because two modalities were combined in this study, future randomized controlled studies are needed to confirm the extent and contribution of these modalities to the outcomes.