In recent years, frailty has attracted increasing attention from clinicians and health care workers. The influence of frailty on the elderly, especially those with chronic diseases of the respiratory system, is highly significant. Frailty is particularly more common in patients with chronic obstructive pulmonary disease (COPD). Frailty and COPD share many risk factors and pathophysiological mechanisms. As a comprehensive interventional method for chronic respiratory diseases, pulmonary rehabilitation is an important basic measure for the management of patients with COPD. Frailty in these patients can be reversed using pulmonary rehabilitation by targeting five components of the frailty phenotype at the entry point. The present review discusses the benefits of pulmonary rehabilitation in patients with COPD complicated by frailty and provides a theoretical basis for pulmonary rehabilitation treatment in this population. In addition, the timing of pulmonary rehabilitation is also addressed, with the prefrail stage being the “golden” period. The implementation of pulmonary rehabilitation must vary among individuals, and individualized treatment strategies will help maximize benefits.