Interventions such as exercise training and breathing strategies are components of pulmonary rehabilitation for people with chronic obstructive pulmonary disease (COPD); however, the conventional mode of gym-based exercise training may not be optimal for all individuals with COPD, and adaptive breathing strategies may be beneficial in reducing dyspnoea, but the current evidence is limited. Uptake and completion rates of pulmonary rehabilitation are suboptimal, so alternative interventions need to be considered. This review examines the current scientific evidence on alternative exercise and breathing interventions from systematic reviews, experimental and observational studies, clinical trial registries, and grey literature. Alternative interventions are assessed for the effect on exercise capacity and quality of life with the aim of guiding the development of strategies to increase training uptake and completion. Systematic reviews of tai chi, yoga, minimal or no equipment exercise, water-based exercise, inspiratory muscle training, and singing demonstrated positive effects on exercise capacity and/or quality of life compared to no training, with some interventions demonstrating comparable outcomes to conventional training. Some positive outcomes have been demonstrated for whole-body vibration, single-limb partitioning, and Nordic and downhill walking; however, further research is required to compare these interventions to conventional training. The most recent interventions examined include exer-gaming, virtual reality, dancing, and laughing; controlled studies are still required to determine the effect on patient outcomes. Although further research is needed to compare alternative exercise and breathing interventions with conventional exercise training, results to date are promising, suggesting that people with COPD will have more options that may help to improve training uptake and adherence.