Background Early pulmonary rehabilitation after exacerbation of chronic obstructive pulmonary disease (COPD) has previously been shown to reduce the risk of hospital admission and improve physical performance and quality of life. However, the impact of attendance at early rehabilitation programmes has not been established. Objectives To evaluate the impact of increasing attendance to pulmonary rehabilitation on the risk of hospital admission, physical performance and quality of life in patients attending an early rehabilitation programme after an exacerbation of COPD. Methods This study was a secondary exploratory analysis of the randomised controlled trial COPD-EXA-REHAB study, involving patients hospitalised with an exacerbation of COPD. The COPD-EXA-REHAB study compared early pulmonary rehabilitation, starting within 2 weeks after an exacerbation, with standard treatment, that is, the same programme starting 2 months later. The present analysis included only the 70 patients allocated to early pulmonary rehabilitation. Results At 1-year follow-up, we found an association between the number of sessions attended and a reduction in hospital admissions (incidence rate ratio 0.93 (95% CI 0.88 to 0.99), p=0.02), corresponding to a 7% reduction for each session attended. Similarly, at 2-month follow-up, physical performance was positively associated with sessions attended: the mean Incremental Shuttle Walk Test result improved by 8 m with each session (95% CI 2.54 to 13.56, p=0.005) and the Endurance Shuttle Walk Test result by 44 s (95% CI 18.41 to 68.95, p=0.001). Quality of life, assessed using the COPD Assessment Test, was not significantly associated with the number of attended sessions, with the average score increasing by 0.15 points with each session (95% CI -0.35 to 0.65, p=0.55). Conclusion Increased attendance at early pulmonary rehabilitation after exacerbation of COPD was associated with reduced risk of hospital admission and improved physical performance.