Research has indicated a weak relationship between the degree of physical problems and quality of life in patients with chronic obstructive pulmonary disease (COPD). The importance of adaptive psychological functioning to maintain optimum quality of life has long been recognized, but there is a lack of empirical evidence concerning the nature of psychological factors involved in adjustment to COPD. Ninety-two males completed questionnaires to determine their coping strategies, levels of self-efficacy of symptom management and social support. Adjustment was measured in terms of depression, anxiety and quality of life. Symptom severity, socioeconomic status, duration of disease and age, which have been demonstrated to be of consequence in COPD, were used as control variables in hierarchical multiple regression analyses. Higher levels of catastrophic withdrawal coping strategies and lower levels of self-efficacy of symptom management were associated with higher levels of depression, anxiety and a reduced quality of life. Higher levels of positive social support were linked to lower levels of depression and anxiety, while higher levels of negative social support were linked to higher levels of depression and anxiety. To maximize quality of life in patients with chronic obstructive pulmonary disease, psychological factors need to be carefully assessed and addressed.