© 2015, DOVE Medical Press Ltd. All rights reserved. Background: Exercise training has been incorporated into the international guidelines for the treatment of chronic obstructive pulmonary disease (COPD). However, the long-term efficacy of the training program for patients with advanced COPD has never been evaluated in Thailand. Purpose: To determine the long-term efficacy of intensive cycle ergometer exercise program on various clinical parameters of patients with advanced COPD. Materials and methods: The patients with advanced COPD were separated into two groups: the intensive ergometer exercise program group and the control group. The clinical parameters of all the patients were assessed at baseline, every month for the first 3 months, and then every 3 months until they had completed the 24-month follow-up. Mann–Whitney U test was used to compare baseline mean differences between the groups. Repeated measure analysis was applied to determine the progress in all parameters during the entire follow-up period. Mean incase imputation method was applied to estimate the parameters of dropout cases. Results: A total of 41 patients were enrolled: 27 in the intensive ergometer exercise program group and 14 in the control group. The intensive cycle ergometer exercise program group showed statistically significant improvements in muscle strength (from month 1 till the end of the study, month 24), endurance time (from month 1 till the end of measurement, month 12) and clinically significant improvements in 6-minute walk distance (from month 2 until month 9), dyspnea severity by transitional dyspnea index (from month 1 till the end of the study, month 24), and quality of life (from month 1 till the end of the study, month 24). There was no significant difference in survival rates between the groups. Conclusion: The intensive ergometer exercise training program revealed meaningful long-term improvements in various clinical parameters for up to 2 years. These promising results should encourage health care professionals to promote exercise training for patients with advanced COPD who have limited daily activities despite optimal medication control.