Introduction: Chronic obstructive pulmonary disease (COPD) progression is variable and affects several disease domains, including decline in lung function, exercise capacity, muscle strength, and health status as well as changes in body composition. We aimed to assess the longitudinal association of physical activity (PA) with these a priori selected components of disease progression. Methods: We studied 114 COPD patients from the PAC-COPD cohort (94% male, mean [SD], 70 yr [8 yr] of age, 54  forced expiratory volume in 1 s % predicted) at baseline and 2.6 yr (0.6 yr) later. Baseline PA was assessed by accelerometry. Multivariable general linear models were built to assess the association between PA and changes in lung function, functional exercise capacity, muscle strength, health status, and body composition. All models were adjusted for confounders and the respective baseline value of each measure. Results: Per each 1000 steps higher baseline PA, forced expiratory volume in 1 s declined 7 mL less (P < 0.01), forced vital capacity 9 mL less (P = 0.03) and carbon monoxide diffusing capacity 0.10 mL·min -1 ·mm Hg -1 less (P = 0.04), while the St George's Respiratory Questionnaire symptom domain deteriorated 0.4 points less (P = 0.03), per year follow-up. Physical activity was not associated with changes in functional exercise capacity, muscle strength, other domains of health status or body composition. Conclusions: Higher PA is associated with attenuated decline in lung function and reduced health status (symptoms domain) deterioration in moderate-to-very severe COPD patients.