Supplemental oxygen improves exercise tolerance of normoxemic and hypoxemic chronic obstructive pulmonary disease (COPD) patients. We determined whether nonhypoxemic COPD patients undergoing exercise training while breathing supplemental oxygen achieve higher intensity and therefore improve exercise capacity more than patients breathing air. A double-blinded trial was performed involving 29 nonhypoxemic patients (67 years, exercise SaO2 > 88%) with COPD (FEV1 = 36% predicted). All exercised on cycle ergometers for 45 minutes, 3 times per week for 7 weeks at high-intensity targets. During exercise, they received oxygen (3 L/minute) (n = 14) or compressed air (3 L/minute) (n = 15). Both groups had a higher exercise tolerance after training and when breathing oxygen. However, the oxygen-trained group increased the training work rate more rapidly than the air-trained group. The mean +/- SD work rate during the last week was 62 +/- 19 W (oxygen-trained group) and 52 +/- 22 W (air-trained group) (p < 0.01). After training, endurance in constant work rate tests increased more in the oxygen-trained group (14.5 minutes) than in the air-trained group (10.5 minutes) (p < 0.05). At isotime, the breathing rate decreased four breaths per minute in the oxygen-trained group and one breath per minute in the air-trained group (p = 0.001). We conclude that supplemental oxygen provided during high-intensity training yields higher training intensity and evidence of gains in exercise tolerance in laboratory testing.