To evaluate the impact of participant-selected music listening as an adjunct to pulmonary rehabilitation (PR) in people with COPD. Adults with COPD referred to PR were randomly assigned to participant-selected music listening (intervention group, [IG]) or usual care (control group [CG]) during an 8-weeks PR program. Prior to training, the IG completed an interview with a registered music therapist to identify music preferences. IG participants listened to an individualised playlist; CG participants had usual care. Primary outcomes included end-6-min walk test symptoms (dyspnoea and exertion) and dyspnoea (Multidimensional Dyspnoea Profile [MDP]), measured pre and post PR and 6-months follow-up. 58 participants, FEV1 52.4 (25.9)% pd) were recruited. There were no between-group differences following the intervention ( p > .05 for all outcomes at all time points). Within-group differences following PR were significant for MDP sensory quality: IG mean difference [95% CI] −2.2 [−3.3 to −1.2]; CG −1.5 [−2.5 to −0.5] points; MDP emotional response: IG −3.2 [−4.2 to −2.3]; CG −2.2 [−3.2 to −1.3] points). Participant-selected music listening during PR offered no greater benefit to symptoms of dyspnoea or exertion compared to usual care. With the study limited by COVID-19 restrictions, the role of this adjunct remains to be clarified.