This chapter is a literary review based on the experience of patients with ambulatory oxygen therapy treatment that analysed the way in which this treatment influences patients from an occupational point of view. The relationship of these pathologies and treatments with mental health, especially with depression, anxiety, and stress, is also addressed, with an interest in the treatment of possible functional limitations from the intervention of the discipline of occupational therapy. Oxygen therapy allows patients to continue in their performance contexts, although it can generate new limitations and deficiencies derived from episodes of anxiety and mood disorders, causing greater occupational disfunction. A function-dysfunction process that can be approached from occupational therapy with the aim of minimizing the impact both physical and psychological, enhancing the autonomy and independence of these patients.