This study aimed at investigating whether providing feedback on physical activity (PA) levels to patients with chronic obstructive pulmonary disease (COPD) is feasible and enhances daily PA during pulmonary rehabilitation (PR). Patients with COPD participated in a 12-week PR program. Daily PA was measured using activity monitors on weeks 1, 7, and 12, and feedback was given in the following weeks on the number of steps, time spent in sedentary, light, and moderate-to-vigorous intensity activities, and time spent standing, sitting, and lying. Compliance with PA monitoring was collected. Two focus groups were conducted to obtain patients’ perspectives on the use of activity monitors and on the feedback given. Differences in PA data were also assessed. Sixteen patients (65.63 ± 10.57 years; forced expiratory volume in one second (FEV1) 70.31 ± 22.74% predicted) completed the study. From those, only eleven participants used the activity monitors during all monitoring days. Participants identified several problems regarding the use of activity monitors and monitoring duration. Daily steps ( p = 0.026) and standing time ( p = 0.030) were improved from week 1 to week 7; however, the former declined from week 7 to week 12. Findings suggest that using feedback to improve PA during PR is feasible and results in improved daily steps and standing time on week 7. The subsequent decline suggests that additional strategies may be needed to stimulate/maintain PA improvements. Further research with more robust designs is needed to investigate the impact of feedback on patients’ daily PA.