Background: Pursed lip breathing (PLB) is known to improve oxygenation by controlled ventilation. In COPD, PLB is adopted as a compensatory mechanism to maintain the patency of airways by creating a back pressure in airways. Objective: To find the effectiveness of Pursed lip breathing (PLB) on Physiological cost index (PCI) and functional exercise capacity in patients having COPD. Study design: This experimental study was carried out with one group pre test - post test design. Procedure: Thirty patients aged above 45 years and diagnosed as having mild and moderate COPD (as per GOLD staging) were assessed for their PCI and functional exercise capacity by six- minute walk test after their informed written consent. They were given 30 minutes of PLB training for 5 consecutive days. The post-interventional PCI and functional exercise capacity were reassessed. Results: The pre and post-intervention data of outcome measures was statistically analyzed using paired-t test. The results showed significant improvement in PCI and the functional exercise capacity. Conclusion: Pursed lip breathing was found to be more effective in improving Physiological Cost Index and six-minute walk performance in patients with mild to moderate COPD. Hence, it has been suggested to train pursed lip breathing voluntarily at early stages of COPD before the patient adopts it as compensatory mechanism on advanced stages