Pulmonary rehabilitation (PR) is an exercise program tailored for patients with chronic lung disease that is a core part of the management of patients with Chronic Obstructive Pulmonary Disease (COPD). Many COPD patients develop low oxygen levels (desaturation) during exercise and this is often discovered when they are being evaluated for PR. Current practice is to administer oxygen to COPD patients with exercise-induced desaturation, but this is based on very limited evidence. This limited evidence relates to a short-term increase in exercise capacity and it is not known if this translates into longer term increases in activity or whether providing these patients with oxygen improves outcomes after PR.