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Although chronic obstructive pulmonary disease (COPD) patients frequently report symptoms, it is not known which factors determine the course of symptoms over time and if these differ according to the sex of the patient. The current study investigated predictors for presence, development and remission of COPD symptoms in 816 males and 312 females completing 3-yr-follow-up in the European Respiratory Society Study on Chronic Obstructive Pulmonary Disease (EUROSCOP). The following were included in generalised estimating equations logistic regression analyses: explanatory variables of treatment; pack-yrs smoking; age, forced expiratory volume in one second % predicted (FEV1 % pred); annual increase in FEV1 and number of cigarettes smoked; body mass index; and phadiatop. Interaction terms of sex multiplied by explanatory variables were tested. Over 3 yrs, similar proportions of males and females reported symptoms. In males only, higher FEV1 % pred was associated with reduction in new symptoms of wheeze and dyspnoea, and symptom prevalence was reduced with annual FEV1 improvement and phlegm prevalence reduced with budesonide treatment (odds ratio 0.66; 95% confidence interval 0.52-0.83). Additionally an increase in the number of cigarettes smoked between visits increased the risk of developing phlegm (1.40 (1.14-1.70)) and wheeze (1.24 (1.03-1.51)) in males but not females. The current study shows longitudinally that symptom reporting is similar by sex. The clinical course of chronic obstructive pulmonary disease can differ by sex, as males show greater response to cigarette exposure and treatment.