Background: Chronic obstructive pulmonary disease (COPD) is a common, preventable, and manageable lung disease characterized by large heterogeneity in disease presentation and grades impairment. Inhaled corticosteroids (ICS) are commonly used to manage COPD/COPD-exacerbation. The patient’s response is characterized by interindividual variability without disease progression/survival modification. Objectives: We hypothesize that a therapeutic intervention may be more effective if single nucleotide polymorphisms (SNPs) are investigated. Methods: In 71 COPD patients under pulmonary rehabilitation, a small number of powerful SNPs, selected according to current literature, were analyzed; namely the glucocorticoid receptor gene NR3C1 (rs6190/rs6189/rs41423247), the glucocorticoid-induced transcript 1 gene (GLCCI1 rs37972), and the related co-chaperone FKBP5 gene (rs4713916). MDR1 rs2032582 was also evaluated. Lung function outcomes were assessed. Results: A significant association with functional outcomes, namely FEV1 (forced expiration volume/one second) and 6MWD (six-minutes walking distance), was found for rs4713916 and weakly for rs37972. The genotype rs4713916(GA) and, in a lesser extent, the genotype rs37972(TT), were more favorable than the wild-type. Conclusions: Our study supports a possible picture of pharmacogenomic control for COPD intervention. rs4713916 and, possibly, rs37972 may be useful predictors of clinical outcome. These results may help to tailor an optimal dose for individual COPD patients based on their genetic makeup.