Introduction: Chronic obstructive pulmonary disease (COPD) is associated with intermittent exacerbation with deterioration in their symptoms of dyspnoea and cough with expectoration. These patients often require repeated hospitalisation for the control of these exacerbations. Repeated hospitalisation can have persistent psychological effects on these patients. Methodology: This was a prospective, observational study. Twenty nine patients admitted to the medical intensive care unit (ICU) with a diagnosis of COPD were enrolled. They were assessed for anxiety and depression using hospital anxiety and depression scale (HADS). Hospital anxiety and depression questionnaire were addressed to patient twice: once just before discharge from ICU and again just before discharge from ward and the results were compared. Result: Out of twenty nine patients, 8 (27.5%) showed anxiety, 6 (20.6%) patients were having borderline anxiety and 15 (51.7%) patients had no anxiety. Ten (35%) patients showed depression, 13 (45%) patients had borderline depression and 6 (20%) patients had no depression during intensive care management. In the ward, the same patients were assessed again for anxiety. Five (17.2%) patients showed anxiety, 10 (34.8%) patients had borderline anxiety and 14 (48.2%) patients had no anxiety during ward stay. Similarly, four (13.7%) patients showed depression, 13 (44.8%) patients had borderline depression and 12 (41.3%) patients had no depression. Conclusion: Anxiety and depression is common in COPD patients and it is more during ICU stay compared to ward stay.