It is known that respiratory muscles undergo adaptation in response to overload stimuli during exercise training in stable COPD patients, thus resulting in significant increase of respiratory muscle function as well as the individual's improvements. The present article reviews the most updated evidence with regard to the use of respiratory muscle training (RMT) methods in COPD patients. Basically, three types of RMT (resistive training, pressure threshold loading, and normocapnic hyperpnea) have been reported. Frequency, duration, and intensity of exercise must be carefully considered for a training effect. In contrast with the plentitude of existing data inherent to inspiratory muscle training (IMT), literature is still lacking in showing clinical and physiological studies related to expiratory muscle training (EMT). In particular, while it seems that IMT is slightly superior to EMT in providing additional benefits other than respiratory muscle function such as a reduction in dyspnea, both the effects and the safety of EMT is still to be definitively elucidated in patients with COPD.