Introduction Several differences have been reported in the clinical characteristics of chronic obstructive pulmonary disease (COPD) between men and women. Differences have been found in the association between respiratory symptoms and lung function, and in the factors associated with dyspnea. This raises the question of whether there are differences between the sexes in the relationship between fatigue, the second most prevalent symptom, and the variables of physical capacity and disease severity. Objectives To examine the experience of fatigue and its relationship to physical capacity and disease severity in men and women with COPD. Methods In a cross-sectional study 121 patients with COPD (54 men and 67 women), the experience of fatigue (frequency, duration, and severity) and physical capacity (lung function, 6-minute walk distance [6MWD], grip strength, and timed-stand test) were assessed. Disease severity was graded according to the Body mass index, airway Obstruction, Dyspnoea and Exercise capacity (BODE) index. Two multiple logistic regression models were tested, both of which were performed separately in men and women, to examine the association between the experience of fatigue and variables of physical capacity and the BODE index. Results Eighty-nine (73.6%) patients experienced fatigue, with similar proportions in men and women. The men with fatigue had worse physical capacity and more severe disease than did the men without fatigue: for men with and without fatigue, respectively, the percent of predicted forced expiratory volume in 1 second (FEV1) (mean [standard deviation]) was 47 (14) vs 64 (17); the 6MWD (mean [standard deviation]) was 398 (138) vs 539 (105) m; and the BODE index (median [quartile 1–3]) was 3 (2–5) vs 1 (0–1) (P<0.01). In women, only higher leg fatigue post-6MWD was seen among those experiencing fatigue compared with women without fatigue: for women with and without fatigue, respectively, leg fatigue (median [quartile 1–3]) was 4 (3–5) vs 2 (0–3) (P<0.001). The regression models showed that the 6MWD and the BODE index were associated with fatigue in both men and women, but in women, leg fatigue remained an independent associate in both models. Conclusion Exercise capacity and disease severity were associated with fatigue in both men and women. In women, leg fatigue was strongly associated with fatigue, which warrants further investigation.