This systematic review aimed to examine the effects of long-term oxygen therapy on the mental state of patients with chronic obstructive pulmonary disease. Web of Science, Medline, CINAHL, EMBASE, ProQuest, and Cochrane Library were selected to search for relevant studies. We followed the Cochrane Handbook for Systematic Reviews of Interventions, adopted the Cochrane risk-of-bias tool and Risk Of Bias In Non-randomized Studies of Interventions tool, and synthesized the outcomes narratively with Grading of Recommendations, Assessment, Development and Evaluations evidence profile. Six studies were included. Moderate quality of evidence supported no effects of long-term oxygen therapy on the mental state in patients with severe resting hypoxemia and moderate resting hypoxemia (or exertional desaturation) at follow-up of 6 to 12 months; however, adverse effects on mental state among patients with moderate resting or exertional desaturation were reported at the follow-up of 36 to 48 months. Nurses should focus on the mental state of patients treated with long-term oxygen therapy, especially those who use it for a prolonged time. Due to ethical constraints in this study, a quasi-experimental study with faithful consideration of internal validity can be commenced in the future.