The aim of this study was (1) to compare the activities of daily living (ADLs), perceived falling risk and balance in chronic obstructive pulmonary disease (COPD) patients with or without falling history and (2) to investigate the relationship between ADLs and balance. Fourteen patients with COPD with a history of falling whose mean falling frequency was 2.64 ± 0.74 times in the last 12-months (fallers) and 14 age and sex-matched patients with COPD with no history of falling (non-fallers) were included. The outcome measures were the London Chest Activity of Daily Living (LCADL) scale, Activities-Specific Balance Confidence (ABC) scale, Berg Balance Scale (BBS), 6-minute walking test, and quadriceps-femoris strength. Fallers reported increased dyspnoea perception in ADLs, decreased balance confidence, and disturbed balance compared with non-fallers (p < 0.05). A strong correlation was found between the LCADL scale item score (dressing the upper body) and the BBS total score (rho = −0.81, p = 0.001) in fallers. The LCADL scale item score (going out socially) was significantly correlated with the total score of the ABC scale (rho = −0.61, p = 0.001). Moderate correlations were found between the LCADL scale item scores (dressing the upper body, washing hair, and walking up stairs) and the BBS total score (p < 0.003). This study demonstrated that increased severity of dyspnoea perception during ADLs is associated with impaired balance and poor balance confidence, regardless of functional capacity and peripheral muscle strength in patients with COPD. The balance confidence was low in functional mobility-based activities in patients with COPD with a history of falling.