Background and objectives: Patients with chronic obstructive pulmonary disease (COPD) suffer from impaired pulmonary function and dyspnea, which result in limited levels of physical activity, and impaired quality of life. Exercise and regular physical activity have been proven to break the vicious circle. The aim of this pilot study is to investigate the effects of a walking program on exercise capacity and quality of life in patients with COPD. Materials and Methods: Patients with COPD were randomly assigned to a pedometer group (PG) or control group (CON). Subjects in the PG walked target steps daily with a pedometer for six weeks. Before and after the program, the following measurements were performed: pulmonary function test (PFT), daily steps, Six-Minute Walk Test (6 MWT), COPD Assessment Test (CAT), and quality of life questionnaire (SF-12). Results: After this walking program, PG (n = 15) significantly improved their daily steps from 4768.4 ± 2643.3 steps to 7042.7 ± 4281.9 steps (p = 0.01). Forced vital capacity (FVC) increased from 2.5 ± 0.7 L to 2.8 ± 0.9 L (p = 0.02). CAT scores decreased from 14.9 ± 8.8 points to 11.5 ± 7.5 points (p = 0.03). In the control group (n = 11), there were no differences in any outcomes after this daily walking program. Conclusions: For patients with COPD, a daily walking program with a pedometer is beneficial in the improvement of pulmonary function, daily steps, and quality of life.