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Physical inactivity is an important contributor to skeletal muscle weakness, osteoporosis, and weight loss in chronic obstructive pulmonary disease. However, the effects of physical inactivity, in interaction with smoking, on lung, muscle, and bone are poorly understood. To address this issue, male mice were randomly assigned to an active (daily running), moderately inactive (space restriction), or extremely inactive group (space restriction followed by hindlimb suspension to mimic bed rest) during 24 weeks and simultaneously exposed to either cigarette smoke or room air. The effects of different physical activity levels and smoking status and their respective interaction were examined on lung function, body composition, in vitro limb muscle function, and bone parameters. Smoking caused emphysema, reduced food intake with subsequent loss of body weight, and fat, lean, and muscle mass, but increased trabecular bone volume. Smoking induced muscle fiber atrophy, which did not result in force impairment. Moderate inactivity only affected lung volumes and compliance, whereas extreme inactivity increased lung inflammation, lowered body and fat mass, induced fiber atrophy with soleus muscle dysfunction, and reduced exercise capacity and all bone parameters. When combined with smoking, extreme inactivity also aggravated lung inflammation and emphysema, and accelerated body and muscle weight loss. This study shows that extreme inactivity, especially when imposed by absolute rest, accelerates lung damage and inflammation. When combined with smoking, extreme inactivity is deleterious for muscle bulk, bone, and lungs. These data highlight that the consequences of physical inactivity during the course of chronic obstructive pulmonary disease should not be neglected.