Exercise tests are often used to evaluate the functional status of patients with COPD. However, to the best of our knowledge, a comprehensive systematic comparison of these tests has not been performed. We systematically reviewed studies reporting the repeatability and/or reproducibility of these tests, and studies comparing their sensitivity to therapeutic intervention. A systematic review identified primary manuscripts in English reporting relevant data on the following exercise tests: 6-minute walk test (6MWT) and 12-minute walk test, incremental and endurance shuttle walk tests (ISWT and ESWT, respectively), incremental and endurance cycle ergometer tests, and incremental and endurance treadmill tests. We identified 71 relevant studies. Good repeatability (for the 6MWT and ESWT) and reproducibility (for the 6MWT, 12-minute walk test, ISWT, ESWT, and incremental cycle ergometer test) were reported by most studies assessing these tests, providing patients were familiarized with them beforehand. The 6MWT, ISWT, and particularly the ESWT were reported to be sensitive to therapeutic intervention. Protocol variations (eg, track layout or supplemental oxygen use) affected performance significantly in several studies. This review shows that while the validity of several tests has been established, for others further study is required. Future work will assess the link between these tests, physiological mechanisms, and patient-reported measures.