Background Information on the interaction between frailty and chronic obstructive pulmonary disease (COPD) is limited. Aims This study aimed to compare activities of daily living (ADL), exercise capacity, balance, and cognition in COPD patients with and without frailty. Methods Twenty frail and 28 non-frail COPD patients aged 55 years and over were included. Frailty was determined according to Fried et al. Dyspnea was evaluated using the modified Medical Research Council (mMRC) dyspnea scale. Respiratory and peripheral muscle strength were measured. Functional capacity was assessed using a 6-min walk test (6MWT); ADL performance was evaluated using the Glittre ADL test. The balance was evaluated using the functional reach test (FRT). Cognitive function was assessed using the Montreal Cognitive Evaluation (MoCA) Test. Quality of life was measured using the COPD Assessment Test (CAT). Results The mMRC and CAT scores were higher in the frail patients as compared with the non-frail patients (p < 0.05). The maximal inspiratory pressure, handgrip strength, 6MWT distance, and FRT score were lower in the frail patients as compared with the non-frail patients (p < 0.05). The duration for the Glittre ADL test was longer in the frail patients than the non-frail patients (p < 0.05). There was no significant difference between MoCA scores between groups (p > 0.05). Conclusions Frail COPD patients have increased dyspnea perception, impaired muscle strength, and functional capacity, ADL performance, balance, and quality of life. Whether pulmonary rehabilitation programs for patients with frail COPD need to be adapted with new rehabilitation strategies, including components of frailty, needs further investigation.