Chronic obstructive pulmonary disease (COPD) combines the deleterious effects of chronic hypoxia, chronic inflammation, insulin-resistance, increased energy expenditure, muscle wasting, and exercise deconditioning. As for other chronic disorders, loss of fat-free mass decreased survival. The preservation of muscle mass and function, through the protection of the mitochondrial oxidative metabolism, is an important challenge in the management of COPD patients. As the prevalence of the disease is increasing and the medical advances make COPD patients live longer, the prevalence of COPD-associated nutritional disorders is expected to increase in future decades. Androgenopenia is observed in 40% of COPD patients. Due to the stimulating effects of androgens on muscle anabolism, androgenopenia favors loss of muscle mass. Studies have shown that androgen substitution could improve muscle mass in COPD patients, but alone, was insufficient to improve lung function. Two multicentric randomized clinical trials have shown that the association of androgen therapy with physical exercise and oral nutritional supplements containing omega-3 polyinsaturated fatty acids, during at least three months, is associated with an improved clinical outcome and survival. These approaches are optimized in the field of pulmonary rehabilitation which is the reference therapy of COPD-associated undernutrition.