Depression in COPD patients is one of commonest problem arising now a days. Most of patients are affected by severe depressive symptoms or clinical depression. It is not easy to diagnose depression in COPD patients because of overlapping symptoms between COPD and depression. Quality of life is strongly impaired in COPD patients and patient’s quality of life emerges to be more correlated with the presence of depressive symptoms than with the severity of COPD. In this study four-item Hamilton Depression Subscale appears to be a useful screening tool. In patients with milder depression, pulmonary rehabilitation as well as cognitive-behavioral therapy are effective.