Dyspnea limits exercise in patients with chronic obstructive pulmonary disease (COPD) and is known to induce anxiety. Little is known whether anxiety contributes to exercise-induced dyspnea, which in turn might influence the outcome of diagnostic tests. The aim of the present study was to examine the relationship between general anxiety and dyspnea on exertion in patients with COPD. Ninety patients with stable COPD participated; 44 men, mean age 61 (standard deviation (SD) 10.4), and mean forced expiratory volume in 1 second (%pred.) 40.5 (SD 16.9). All participants performed pulmonary function tests and an incremental cycle ergometry. The Modified Borg Scale was used to measure the level of dyspnea on exertion. Anxiety symptoms were assessed with the Hospital Anxiety and Depression Scale. Data were analyzed using Spearman's correlations and multivariate regression. Dyspnea on exertion was correlated with general anxiety (r=.31), age (r=-.30), and exercise capacity (r=.27). Regression analysis showed that general anxiety was associated with dyspnea on exertion, adjusted for sex, age, baseline dyspnea, and exercise capacity. Consequently, it is reasoned that results of exercise training and activities in daily living may be influenced negatively by anxiety-worsened dyspnea. Attention should be given to anxiety management in patients with COPD to optimize exercise training.