Introduction. The complexity of bio-signals, like R-R intervals, is generally considered to reflect adaptive capacities of the organism, providing an integrative view on the state of health. Remarkably, however, in systemic chronic disease this association has not been tested. Therefore, we investigated whether the complexity of R-R intervals at rest and during perturbation [six-minute walking test (6MWT)], yielded information regarding adaptive capacities in COPD patients during pulmonary rehabilitation (PR). Methods. Twenty-three COPD patients (64±8 years, with forced expiratory volume in 1s of 55±19% predicted) were tested at the start (T1), middle (T2) and end (T3) of 4week PR. Each time, R-R intervals were measured at rest and during 6MWT. The complexity was assessed by evenly spaced Detrended Fluctuations Analysis, and evaluated by the fractal exponent α. Results. The 6MWT distance was significantly increased at T2 and T3 compared to T1. Whatever the conditions, the α exponent did not significantly change between T1, T2, and T3, and did not consistently correlate with the 6MWT distances at each time. Whatever the times, α was significantly lower during 6MWT compared to rest. The level of α during 6MWT at T1 correlated positively with the improvement of the 6MWT distance throughout the PR program (r = 0.47, p <0.05). Conclusion. A low level of complexity at the beginning of PR is associated with a low improvement of the functional capacities during PR. This result seems coherent with the notion that the complexity reflects the patients’ adaptive capacities and could become a clinical indicator in an applied perspective.