The minimal clinically important difference (MCID) defines to what extent change on a health status instrument is clinically relevant, which aids scientists and physicians in measuring therapy effects. This is the first study that aimed to establish the MCID of the Clinical chronic obstructive pulmonary disease (COPD) Questionnaire (CCQ), the COPD Assessment Test (CAT) and the St George's Respiratory Questionnaire (SGRQ) in the same pulmonary rehabilitation population using multiple approaches. In total, 451 COPD patients participated in a 3-week Pulmonary Rehabilitation (PR) programme (58 years, 65% male, 43 pack-years, GOLD stage II/III/IV 50/39/11%). Techniques used to assess the MCID were anchor-based approaches, including patient-referencing, criterion-referencing and questionnaire-referencing, and the distribution-based methods standard error of measurement (SEM), 1.96SEM and half standard deviation (0.5s.d.). Patient- and criterion-referencing led to MCID estimates of 0.56 and 0.62 (CCQ); 3.12 and 2.96 (CAT); and 8.40 and 9.28 (SGRQ). Questionnaire-referencing suggested MCID ranges of 0.28-0.61 (CCQ), 1.46-3.08 (CAT) and 6.86-9.47 (SGRQ). The SEM, 1.96SEM and 0.5s.d. were 0.29, 0.56 and 0.46 (CCQ); 3.28, 6.43 and 2.80 (CAT); 5.20, 10.19 and 6.06 (SGRQ). Pooled estimates were 0.52 (CCQ), 3.29 (CAT) and 7.91 (SGRQ) for improvement. MCID estimates differed depending on the method used. Pooled estimates suggest clinically relevant improvements needing to exceed 0.40 on the CCQ, 3.00 on the CAT and 7.00 on the SGRQ for moderate to very severe COPD patients. The MCIDs of the CAT and SGRQ in the literature might be too low, leading to overestimation of treatment effects for patients with COPD.