While recommendations for the duration, frequency, mode and intensity of exercise programmes for people with chronic obstructive pulmonary disease (COPD) are specified in consensus statements, criteria for exercise session attendance are less clear. The review questions were: (i) how commonly are a priori criteria and attendance rates reported for people with COPD participating in exercise programmes and (ii) what is the strength of association between attendance and improvements in functional exercise capacity. Database searches identified primary studies of people with COPD participating in exercise or pulmonary rehabilitation programmes of at least 2 weeks duration. Primary outcomes were a priori criteria for attendance, reports of attendance at supervised exercise sessions and mean improvements in functional exercise assessments. Data extraction processes were confirmed prospectively (>80% agreement). Variants of exercise attendance data were described. Linear associations between attendance and improvements in exercise outcomes were explored (Pearson r, P < 0.05). Of the 234 included studies, 86 (37%) reported attendance and 29 (12%) provided a priori criteria for attendance. In the small sample of studies which reported attendance and functional exercise data before and after the intervention, there was little to no relationship between improvements in functional exercise capacity and training volume (prescribed r = −0.03, P = 0.88; attended r = −0.24, P = 0.18). Reporting of exercise programme attendance rates is low and of variable quality for people with COPD. Consistent and explicit reporting of exercise attendance in people with COPD will enable calculation of dose–response relationships and determine the value of a priori exercise attendance criteria.