Background: Poor sleep is often associated with a series of health problems in patients with chronic obstructive pulmonary disease (COPD), but the relationship between sleep quality and functional exercise capacity has not been previously investigated. Aims: To evaluate the relationship between quality of sleep and functional exercise capacity in clinically stable COPD. Methods: One hundred three consecutive subjects with stable COPD were recruited. The subjects were assessed with the Pittsburgh Sleep Quality Index (PSQI) and divided into poor sleep group (PSQI >5) and good sleep group (PSQI ≤5). Subjects were also assessed with spirometry, 6-min walk distance (6MWD), oxygen saturation (SPO2), the Epworth Sleepiness Scale, Hamilton Depression Rating Scale, Hamilton Anxiety Rating Scale, COPD Assessment Test (CAT), Modified Medical Research Council dyspnea scale and quadriceps muscle function. Results: Poor sleep was present in 43.69% of the patients with COPD. Subjects with poor sleep had shorter 6MWD (t = −3.588, P < 0.001), greater age (t = 2.519, P = 0.013), worse quality of life (t = 5.487, P < 0.001) and more depression (t = 6.576, P < 0.001) or anxiety (t = 4.245, P < 0.001) symptoms. 6MWD showed significant negative correlations with the PSQI global score (r = −0.373, P < 0.001). Multiple stepwise regresion analysis showed that PSQI global score was an independent psychological predictor of 6MWD, and 6MWD was the only physical predictor of PSQI total score in patients with COPD. Conclusion: There is a close relationship between sleep quality and functional exercise capacity in patients with COPD. © 2014 John Wiley & Sons Ltd