Objective: To explore the clinical effect of nutritional and psychological intervention combined with pulmonary rehabilitation exercise on patients with chronic obstructive pulmonary disease (COPD). Methods: A total of 260 patients with COPD admitted to the Sixth Affiliated Hospital of Kunming Medical University from October 2014 to October 2017 were included. They were divided into mild, moderate, severe and extremely severe groups according to forced expiratory volume in one second predicted (FEV(1)%prep) of pulmonary function. The patients were divided into control group and comprehensive management group according to the random number table method. The control group was given routine treatment including smoking quitting persuasion, vaccination, oxygen therapy and standardized medication. The comprehensive management group was given additional nutritional support, psychological intervention and pulmonary rehabilitation exercise. The data of the lung function indexes (FEV(1)%prep, FEV(1)/FVC, PaO(2), PaCO(2)), nutritional indexes [body mass index (BMI), albumin (ALB), nutrition risk screening (NRS)2002], anxiety and depression scores, 6-minute walking distance (6MWD), modified medical research council (mMRC) dyspnea scale, COPD assessment test (CAT), St. George's score, and frequency of acute exacerbations were compared between two groups after 12 months of treatment. Results: After 12 months' treatment, PaO(2) in the comprehensive management group was significantly higher than that in the control group [(51.1±7.2) vs (47.0±9.1) mmHg] (1 mmHg=0.133 kPa); Nutritional risk (NRS2002) decreased obviously [(1.1±1.1) vs (2.2±1.0)]; anxiety score [(4.1±2.2) vs (5.6±2.7)]; depression score [(4.1±2.0) vs (5.5±2.6)] and St. George's score [(36.8±20.8) vs (48.6±19.5)] decreased significantly (P<0.05). And the 6MWD was significantly farther [(368.4±72.0) vs (343.4±75.0) m] in management group. The frequency of acute exacerbations was significantly reduced in the mild, moderate and severe groups (P<0.05). But there was no significant difference in FEV(1)%prep, FEV(1)/FVC, PaCO(2), BMI, ALB, mMRC score and CAT score. Conclusion: Nutritional and psychological intervention combined with pulmonary rehabilitation exercise can reduce the nutritional risk and the frequency of acute exacerbations in patients with COPD, relieve anxiety and depression state and improve the quality of life.