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Pulmonary rehabilitation (PR) improves anxiety and depression in patients with chronic obstructive pulmonary disease. However, little is known regarding its ability to produce clinically meaningful improvements in these outcomes.We retrospectively analyzed 366 patients who participated in our 8-week outpatient PR program. The Hospital Anxiety and Depression Scale was used to screen for anxiety and depression symptoms (HADA and HADD, respectively); for both, a score of ≥ 10 was considered abnormal, and a change of 1.5 units or greater in magnitude was considered the threshold for a minimal clinically important difference (MCID). Other outcomes included the Chronic Respiratory Disease Questionnaire and the 6-Minute Walk Test.Of the 366 patients, 257 (70%) completed the program and 235 (64%) completed final outcome evaluation. At program entry, 25% had abnormal anxiety scores and 17% had abnormal depression scores; these dropped to 9% and 6%, respectively, in those patients completing outcome analyses (P < .0001). Abnormal HADA and HADD scores predicted noncompletion of the program. Among patients who completed PR, there were significant improvements on all dimensions (increased walk distance, increased quality of life, and reduced symptoms of depression and anxiety). Of the total group, the MCID was exceeded in 41% and 46% for HADA and HADD, respectively. Of those with abnormal anxiety scores at baseline who completed outcome analysis (n = 44), 91% surpassed the MCID, while of those with abnormal depression scores at entry (n = 30), 93% surpassed the MCID.Pulmonary rehabilitation results in substantial and clinically meaningful changes in both anxiety and depression.