This systematic review examines the effectiveness of pulmonary rehabilitation (PR) on cognitive function in patients with chronic obstructive pulmonary disease (COPD), where cognitive impairment affects about 36% of patients. PR is the basic non-pharmacological management of COPD. The review included an electronic search of PubMed, Scopus and Web of Science databases, with a total of 864 patients aged 48 to 76 years of both sexes. The quality of the studies was assessed independently by two reviewers using RoB 2 tools for randomized controlled studies and ROBIN-I for non-randomized ones. Nine studies showed a significant improvement in cognitive function after PR, with the Montreal Cognitive Assessment Test being the most commonly used test and aerobic exercise being the main component of PR. Studies showed heterogeneity in design, PR intervention elements and cognitive tests. PR programs may improve cognitive function in patients with COPD, especially with cognitive impairment, but future studies should unify intervention elements and neuropsychological tests. Registration ID: PROSPERO CRD42023471801.