Pressurized whey supplementation, by its antioxidant and nutritional properties, may improve exercise tolerance and potentiate the effects of exercise training in patients with chronic obstructive pulmonary disease (COPD). In this randomized, double-blind, placebo-controlled study, 22 patients with COPD were allocated to receive active pressurized whey or placebo (casein) dietary supplementation for a 16-week period. Patients continued their usual physical activities for the first 8 weeks, whereas they were subjected to an exercise training program for the remaining 8 weeks of the study. Patients were evaluated at baseline, after 8 weeks of supplementation alone (time point, 8 weeks), and after 8 weeks of its combination with exercise training (time point, 16 weeks). The constant workrate cycle endurance test (CET), potentiated quadriceps twitch force, mid-thigh cross-sectional area, and Chronic Respiratory Questionnaire (CRQ) were used to evaluate the effects of treatments. The inflammatory (C-reactive protein and interleukin-6) and oxidant/antioxidant (protein oxidation and glutathione) blood profiles were also characterized. At week 8, there was no increase in CET time in either group. At week 16, there was a statistically significant increase in CET time in the whey-only group (P < .05). Further, at week 16, there was clinically significant improvement in the Dyspnea and the Mastery scales of the CRQ in both groups. Also, the Fatigue and Emotional Control scales of the CRQ showed clinically significant improvement in the whey-only group. Study interventions did not modify significantly the systemic inflammatory and oxidative stress markers that were assessed. Thus dietary supplementation with pressurized whey may potentiate the effects of exercise training on exercise tolerance and quality of life in patients with COPD.