BACKGROUND: Anxiety and dyspnea, 2 major symptoms in patients with chronic obstructive pulmonary disease (COPD), are associated with high morbidity and mortality. Thus, critically evaluating and synthesizing the existing literature employing pulmonary rehabilitation (PR) and other behavioral therapies in the treatment of anxiety and dyspnea in patients with COPD may help clinicians determine the most efficacious potential treatments. We aim to examine the efficacy of PR and behavioral therapy [eg, cognitive behavioral therapy (CBT) and counseling] and other adjunct modalities used in patients with COPD. METHODS: We extracted relevant studies searching the published literature using an electronic database CINAHL, Medline, PubMed, Science Direct, and the Web of Science was conducted (spanning January 1, 2006 to November 15, 2016). Studies were included if they conducted PR and behavioral therapy (CBT, self-management, yoga) to treat anxiety and/or dyspnea in patients with COPD with or without randomized controlled trial. RESULTS: The 47 studies selected included 4595 participants (PR = 3756 and behavioral therapy = 839), ranging in age from 58 to 75 years. The total number of participants receiving a treatment was 3928, and 667 participants served in control groups. In the majority of studies, PR and CBT are effective in the treatment of anxiety and dyspnea in the short term, but the long-term benefit is limited. In addition, self-management, yoga therapy, and CBT plus PR were beneficial. CONCLUSIONS: PR and CBT reduced both anxiety and dyspnea symptoms in patients with COPD in the short term. However, maintenance programs and the long-term benefits of PR and CBT remain inconclusive. Generally, the studies were relatively small and uncontrolled. Thus, prospective and randomized controlled trials with larger sample sizes are needed.