Chronic Obstructive Pulmonary Disease (COPD) is characterized by exercise intolerance, which is a prognostic factor of disease severity and mortality and is usually attributed to ventilatory limitations. Emerging evidence indicates that cerebral oxygenation may also be an important contributor, being impaired both at rest and during exercise in COPD patients. Furthermore, abnormal systemic hemodynamic responses and autonomic nervous system (ANS) dysfunction have been observed, which may further impair cerebral oxygenation. The type of exercise training applied in pulmonary rehabilitation (continuous versus interval) appears to influence these mechanisms differently, yet evidence on their impact on cerebral oxygenation in COPD remains scarce. The aim of this study is to compare, for the first time, the acute changes in cerebral oxygenation, CPET parameters, systemic hemodynamic responses, and autonomic responses in patients with COPD who undergo a high-intensity interval aerobic exercise (HIIE) protocol versus a moderate-intensity continuous aerobic exercise (MICE) protocol. These findings will have important clinical implications, as they may guide the choice of the most appropriate exercise modality in pulmonary rehabilitation.