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Objective: to examine the effects of nurse-led, problem-solving therapy (PST) on coping, self-efficacy and depressive symptoms for patients with chronic obstructive pulmonary disease (COPD) using a randomised controlled trial.Subjects: a total of 254 patients with COPD were recruited, screened and randomly allocated into the intervention group with nurse-led PST or the comparison group with usual care. A total of 151 patients (intervention = 78 and comparison = 73) completed the study for 6 months.Methods: the nurse-led PST was an individualised and patient-centred intervention to improve patients' problem-solving skills related to symptom management and lifestyle modification. Twelve telephone-based PST sessions were provided to the intervention group, while the control group received usual care from their primary care providers.Results: there were no group differences of post-test scores in problem-oriented coping, self-efficacy and depressive symptoms between the two groups. However, despite the lack of group differences, the nurse-led PST was effective for clinically depressed patients with COPD, who experienced decreased depressive symptoms (mean difference = 6.8, P = 0.009) and increased self-efficacy (mean difference = −0.6, P = 0.041) in the intervention group (n = 12).Conclusion: the nurse-led PST offered to patients with COPD did not demonstrate any different effects compared with usual care over 6 months; however, a subgroup analysis with clinically depressed subjects showed improved self-efficacy and decreased depressive symptoms in the intervention group.