Summary Background The 6-min walk distance (6MWD) is widely used to evaluate functional capacity in patients with chronic obstructive pulmonary disease (COPD). Aim To examine predictors for longitudinal change in 6MWD including self-reported physical activity, smoking habits, body composition, exacerbations, comorbidity and lung function. Methods The cohort included 389 patients aged 44–75 years, with clinically stable COPD in GOLD stages II–IV. The follow-up time was 3 years. Measurements included 6MWD, spirometry, fat and fat free mass index (FMI and FFMI), and assessment of physical activity, smoking habits, comorbidities and exacerbations by questionnaires. Generalized estimating equations (GEE) regression analyses were used to analyze predictors for the change in 6MWD. Results There was a reduction in 6MWD from baseline to 3 years for patients in GOLD stages III and IV (B = −36 m, 95% CI = −51 to −7, p = 0.009 and B = −79 m, CI = −125 to −20, p = 0.007). The unadjusted GEE analysis demonstrated that baseline self-reported physical activity level, forced expiratory volume in one second (FEV1), forced vital capacity, FFMI, GOLD stages and age predicted change in 6MWD, but in the adjusted GEE analysis only self-reported physical activity level (p = 0.001) and FEV1 (p = 0.019) predicted change over time. Conclusion Patients in GOLD stage II maintained their functional capacity assessed by 6MWD over 3 years, while it was significantly reduced for patients in GOLD stages III and IV. Level of physical activity and FEV1 were predictors for longitudinal change in functional capacity.