The evidence for the efficacy of antidepressant drug therapy in patients with COPD with comorbid depression and anxiety is inconclusive. There are some promising findings regarding pulmonary rehabilitation, psychological therapy and the collaborative care model in reducing depression and anxiety symptoms in patients with COPD, but these findings are limited by short-term follow-up periods. Further work is required to examine the efficacy of these interventions in randomised controlled trials with larger samples and long-term follow-up.