The following review examines the interrelationships between chronic obstructive pulmonary disease (COPD), psychiatric illness, and tobacco use. The influence that these three entities have is very unclear, and this article attempts to address the current knowledge of how each contributes to the other and postulates future directions to explore regarding diagnosis, treatment, and predictive values. Other issues discussed include the pharmacologic treatment of patients with COPD and depression, and an overview of the clinical trial data regarding several different classes of antidepressants. Also reviewed is the impact of pulmonary rehabilitation on psychologic status and quality of life issues in the daily functioning of the COPD patient.