Chronic obstructive pulmonary disease is a preventable and treatable disease characterized by persistent airflow limitation, usually progressive and associated with an abnormal lung inflammatory response to inhalation of particles or toxic gases. Exacerbations and comorbidities contribute to the overall worsening of the patient. The aim of this study was to assess the anxiety and depression levels and their relation to disease severity, in addition to analyzing the correlation between anxiety and depression and functional capacity by 6MWT before and after PRP. This is a retrospective study that analyzed 163 patients between 2008 and 2014 with mean age of 64.7 ± 7.8 years. From those, 64.4% (105) were male and 35.6% (58) were female. Concerning the spirometry, the following averages were found: 65.39 ± 21.84 for CFV, 42.82% ± 17.96 of predicted VEF1 values and 53.79% ± 17.02 for VEF1/CFV. The initial and final average distance traveled in the 6MWT was 405.08 m ± 99.41 m vs. 459.92 m ± 99.24 m, respectively. Patients had and initial and final mean score of 9.86 ± 6.55 vs. 7.53 ± 7.24 for BAI results. BDI results were 11.25 ± 7.98 vs. 8.23 ± 6.81. Therefore, it can be concluded that, by the end of PRP, patients modified their depression levels, passing from mild to minimal category. As for the anxiety test, there was a decrease in the score; however, they remained in the same category (minimal). Comparing the averages of pre and post rehabilitation moments, significant results can be observed as for the improvement of 6MWT, BAI and BDI. However, none of these variables (BAI, BDI and FEV1/FVC) are correlated with 6MWT.