The prevalence of physical frailty and its clinical characteristics in advanced chronic obstructive pulmonary disease (COPD) is unknown, as well as the usefulness of functional capacity tests to screen for physical frailty. The aim of the study was to evaluate the proportion and clinical portrait of COPD patients with chronic respiratory failure exhibiting physical frailty at the time of referral to home-based pulmonary rehabilitation. We also evaluate the usefulness of the short physical performance battery (SPPB) and timed-up and go (TUG) as potential screening tools for physical frailty. Finally, we evaluated the specific contribution of gait speed to the frailty Fried total score. This was a prospective observational study in which physical frailty was defined using Fried criteria (body mass loss, exhaustion, low physical activity, slower walking and weakness). Clinical portrait was documented from daily physical activity, exercise tolerance, functional capacity, anxiety and depressive symptoms, health-related quality of life, and fatigue scores. The ability of the SPPB and TUG to predict physical frailty was investigated using receiver operating characteristic curves. Contribution of each Fried criteria was evaluated with a principal component analysis (PCA). Amongst the 44 included participants (FEV, 33 ± 13% of predicted), 19 were physically frail. Frail individuals had lower daily steps number, exercise tolerance and functional capacity, and higher fatigue, anxiety, and depressive symptom scores (p<0.05) compared to non-frail individuals. SPPB and TUG did not have an acceptable detection accuracy for screening physical frailty. PCA indicated that gait speed was the main contributor to the Fried total score of physical frailty. Physical frailty affects a large proportion of COPD patients with chronic respiratory failure starting a home-based intervention and was associated with worse clinical status. Although the present results need to be confirmed by adequately powered studies, gait speed seems to have the potential to become a simple screening tool for physical frailty in this population.