Objectives: Pulmonary rehabilitation (PR) is a key factor in enhancing self-management and exercise capacity in patients with chronic obstructive pulmonary disease (COPD). The content and length of PR varies between countries and authorities responsible for rehabilitation. After completion of rehabilitation, it is often difficult for patients to stay motivated and perform regular exercise. Methods: In this pilot study, nine patients with moderate to severe COPD completed a 6-week training programme consisting of free diving-inspired breathing techniques, designed to be incorporated into daily activities. Results: Participants significantly increased the distance walked in 6 min by 48 m (p < 0.05) and a significant reduction was seen on the COPD self-efficacy scale (p < 0.05). Furthermore, adherence to the programme sessions was very high at 96.3% and no adverse events occurred. Discussion: This pilot study tested the feasibility of introducing breathing techniques used by COPD patients to enhance their walking capacity. The techniques were well tolerated and participant’s adherence to the weekly group sessions was high.