Controlled breathing is included in the rehabilitation program of patients with chronic obstructive pulmonary disease (COPD). This article discusses the efficacy of controlled breathing aimed at improving dyspnea. In patients with COPD, controlled breathing works to relieve dyspnea by (1) reducing dynamic hyperinflation of the rib cage and improving gas exchange, (2) increasing strength and endurance of the respiratory muscles, and (3) optimizing the pattern of thoracoabdominal motion. Evidence of the effectiveness of controlled breathing on dyspnea is given for pursed-lips breathing, forward leaning position, and inspiratory muscle training. All interventions require careful patient selection, proper and repeated instruction, and control of the techniques and assessment of its effects. Despite the proven effectiveness of controlled breathing, several problems still need to be solved. The limited evidence of the successful transfer of controlled breathing from resting conditions to exercise conditions raises several questions: Should patients practice controlled breathing more in their daily activities? Does controlled breathing really complement the functional adaptations that patients with COPD must make? These questions need to be addressed in further research.