Psychological distress is prevalent in people with COPD and relates to a worse course of disease. It often remains unrecognised and untreated, intensifying the burden on patients, carers and healthcare systems. Nonpharmacological management strategies have been suggested as important elements to manage psychological distress in COPD. Therefore, this review presents instruments for detecting psychological distress in COPD and provides an overview of available nonpharmacological management strategies together with available scientific evidence for their presumed benefits in COPD. Several instruments are available for detecting psychological distress in COPD, including simple questions, questionnaires and clinical diagnostic interviews, but their implementation in clinical practice is limited and heterogeneous. Moreover, various nonpharmacological management options are available for COPD, ranging from specific cognitive behavioural therapy (CBT) to multi-component pulmonary rehabilitation (PR) programmes. These interventions vary substantially in their specific content, intensity and duration across studies. Similarly, available evidence regarding their efficacy varies significantly, with the strongest evidence currently for CBT or PR. Further randomised controlled trials are needed with larger, culturally diverse samples and long-term follow-ups. Moreover, effective nonpharmacological interventions should be implemented more in the clinical routine. Respective barriers for patients, caregivers, clinicians, healthcare systems and research need to be overcome.