Nutritional problems are an important part of rehabilitation for chronic obstructive pulmonary disease (COPD) patients. COPD patients often present with malnutrition, sarcopenia, and osteoporosis with possible onset of cachexia, with an inadequate dietary intake and a poor quality of life. Moreover, diet plays a pivotal role in patients with COPD through three mechanisms: regulation of carbon dioxide produced/oxygen consumed, inflammation, and oxidative stress. A narrative review based on 99 eligible studies was performed to evaluate current evidence regarding optimum diet therapy for the management of COPD, and then a food pyramid was built accordingly. The food pyramid proposal will serve to guide energy and dietary intake in order to prevent and treat nutritionally related COPD complications and to manage progression and COPD-related symptoms. The nutrition pyramid described in our narrative review is hypothetical, even in light of several limitations of the present review; the main limitation is the fact that to date there are no randomized controlled trials in the literature clearly showing that improved nutrition, via the regulation of carbon dioxide produced/oxygen consumed, inflammation and oxidative stress, improves symptoms and/or progression of COPD. Even if this nutritional pyramid is hypothetical, we hope that it can serve the valuable purpose of helping researchers focus on the often-ignored possible connections between body composition, nutrition, and COPD.