Contracting COPD reduces a patient’s physical activity and restricts everyday activities (physical activity disorder). However, the fundamental cause of physical activity disorder has not been found. In addition, costly and specialized equipment is required to accurately examine the disorder; hence, it is not regularly assessed in normal clinical practice. In this study, we constructed a machine learning model to predict physical activity using test items collected during the normal care of COPD patients. In detail, we first applied three types of data preprocessing methods (zero-padding, multiple imputation by chained equations (MICE), and k-nearest neighbor (kNN)) to complement missing values in the dataset. Then, we constructed several types of neural networks to predict physical activity. Finally, permutation importance was calculated to identify the importance of the test items for prediction. Multifactorial analysis using machine learning, including blood, lung function, walking, and chest imaging tests, was the unique point of this research. From the experimental results, it was found that the missing value processing using MICE contributed to the best prediction accuracy (73.00%) compared to that using zero-padding (68.44%) or kNN (71.52%), and showed better accuracy than XGBoost (66.12%) with a significant difference (p< 0.05). For patients with severe physical activity reduction (total exercise < 1.5), a high sensitivity (89.36%) was obtained. The permutation importance showed that “sex, the number of cigarettes, age, and the whole body phase angle (nutritional status)” were the most important items for this prediction. Furthermore, we found that a smaller number of test items could be used in ordinary clinical practice for the screening of physical activity disorder.