Most of the current guidelines for pulmonary rehabilitation recommend higher, over lower, intensity exercise training for COPD. Typically, we consider intensity of exercise training to be a key component of any exercise training programme. Whilst studies of young individuals have demonstrated that higher exercise training intensity results in greater improvements in exercise capacity, the evidence for older patients is not so clear cut. In COPD, there is limited evidence regarding the optimal intensity of exercise training. Using both physiological (peak exercise capacity) and patient-centred (e.g. quality of life) outcomes, it remains inconclusive if higher intensity exercise training bestows any greater benefit than low-intensity exercise. If we examine the data from interval training studies, which used both high- and low-intensity interval and continuous exercise, we are able to generate more data for comparison. Unfortunately, these data are challenging to interpret due to heterogeneity in how interval training was prescribed. However, when we normalize the interval training data for training volume and examine the change in peak cycling power, there is a relationship between training intensity and increase in peak power (Wpeak, r = 0.68, P < 0.05). Hence, whilst there is an inconclusive amount of evidence to support this intervention based on studies that only examined high- versus low-intensity continuous exercise, the additional data from interval training studies would suggest that higher intensity may be superior in terms of increases in Wpeak. Future studies should focus on establishing a threshold and an optimal training intensity for COPD.