Patients with chronic obstructive pulmonary disease (COPD) often suffer from weight loss. The aim of the present study was to gain insight into the energy balance of depleted ambulatory COPD patients, in relation to their habitual level of physical activity and consumption of oral nutritional supplements. Clinically stable and weight-stable patients (n 20; BMI 19·8± SD 2·0 kg/m2) were studied 1 and 3 months after rehabilitation or recovery in the clinic and were at random assigned to a control or intervention group with regard to nutritional supplementation. Energy intake was measured with a 7 d food record. Energy expenditure was estimated from a simultaneous 7 d assessment of physical activity with a tri-axial accelerometer for movement registration in combination with measured BMR. Body mass was measured at several time points. The body mass remained stable in both groups after 1 or 3 months and mean energy balances were comparable for both groups. The mean body-mass change between month 1 and 3 was negatively related to the mean physical activity level (r −0·49; P=0·03). Weight change over the 3 months was negatively associated with the physical activity level. These results suggest that knowledge about the individual physical activity level is necessary for the estimation of the energy need of the COPD patient.