The symptom of dyspnea and the associated anxiety is a primary concern of millions of patients with chronic obstructive pulmonary disease (COPD). An experimental study was conducted of 20 outpatients with COPD to measure the effect of progressive muscle relaxation (PMR) on dyspnea and anxiety. Patients were divided into a treatment group (n = 12) and a control group (n = 8). Patients in the treatment group underwent four weekly sessions of live PMR plus daily home practice with taped instructions. The effect of the independent variable, PMR, was measured during each session and at the end of 4 weeks. Measurements were made before and after treatment of the dependent variables, dyspnea and anxiety. Instruments used were Spielberger's State Anxiety Inventory for anxiety and a 20 cm visual analogue scale for dyspnea. Heart rate (HR), respiratory rate (RR), forced vital capacity (FVC), and forced expiratory volume in 1 second (FEV1) were also measured. Data analysis was done by using two-tailed t tests and Pearson's correlation coefficient. Reductions in anxiety and dyspnea were positively correlated during each session (r = 0.37) and at the end of 4 weeks (r = 0.60). PMR was shown by t tests to be more effective than the control in reducing dyspnea (p = 0.04), anxiety (p = 0.001), RR (p = 0.000), and HR (p = 0.05) during each session but only RR (p = 0.04) at the end of the 4-week period. Dyspnea and RR were correlated positively during each session (r = 0.21). Dyspnea and state anxiety were correlated positively at the end of 4 weeks with RR (r = 0.62) and HR (r = 0.50).