Chronic obstructive pulmonary disease (COPD) and heart disease often coexist. Both diseases share risk factors such as smoking and inactivity. Roughly 15 to 20% of patients referred to pulmonary rehabilitation suffer from some degree of heart failure. Heart failure complicates the presentation of COPD and is often the cause of death in COPD. Exercise training as part of a comprehensive rehabilitation program is now recognized as a treatment for both COPD and congestive heart failure (CHF). It tackles the skeletal muscle abnormalities commonly seen in these diseases. The rehabilitation program that is offered to patients with COPD and coexisting CHF may need to be adapted in terms of the intensity and the components of self-management and counseling offered. This article discusses these adaptations.