Background: As exercise may mitigate cognitive decline in individuals with chronic obstructive pulmonary disease (COPD), its effect has been evaluated in a number of clinical trials. The objective of the present systematic review was to describe the impact of exercise training on cognition in COPD. Methods: Electronic searches of four databases were performed from inception until March 24, 2015 and last updated 23rd October 2017. Included studies reported on at least one cognitive outcome before and after a formal exercise-training program in individuals with COPD. Two reviewers independently rated study quality using the Downs and Black checklist. The protocol was registered on PROSPERO (CRD42015017884). Results: Seven articles, representing six exercise interventions in 293 individuals with COPD (55% males, mean age 67 ± 2 year) were included. Although each study documented a significant pre-post training improvement in at least one cognitive domain, the heterogeneity in study design, exercise intervention and cognitive outcome measures among studies precluded a meta-analysis. The only randomized controlled trial available reported an improvement on a letter verbal fluency task in the exercise group only. Conclusions: Exercise training may positively impact cognition in COPD patients, but current evidence is limited by the heterogeneity of study design, exercise intervention and cognitive outcome measures. Future studies should emphasize comprehensive reporting of intervention parameters, including program length, type(s) of exercise, and duration of individual sessions, in order to facilitate applied insights to inform replication and/or program development.