ABSTRACT Objective: To compare religious coping (RC) in patients with COPD and healthy individuals, as well as to determine whether RC is associated with demographic characteristics, quality of life, depression, and disease severity in the patients with COPD. Methods: This was a cross-sectional study conducted between 2014 and 2016, involving outpatients with moderate to severe COPD seen at one of two hospitals in Fortaleza, Brazil, as well as gender- and age-matched healthy controls. The Brief RCOPE scale assessed RC in all of the participants. We also evaluated the COPD group patients regarding symptoms, quality of life, and depression, as well as submitting them to spirometry and a six-minute walk test. Results: A total of 100 patients were evaluated. The mean age was 67.3 ± 6.8 years, and 54% were men. In the COPD group, the mean positive RC score was significantly higher than was the mean negative RC score (27.17 ± 1.60 vs. 8.21 ± 2.12; p = 0.001). The mean positive RC score was significantly higher in women than in men (27.5 ± 1.1 vs. 26.8 ± 2.8; p = 0.02). Negative RC scores were significantly higher in the COPD group than in the control group (p = 0.01). Negative RC showed an inverse association with six-minute walk distance (6MWD; r = −0.3; p < 0.05) and a direct association with depressive symptoms (r = 0.2; p < 0.03). Positive RC correlated with none of the variables studied. Multiple regression analysis showed that negative RC was associated with 6MWD (coefficient = −0.009; 95% CI: −0.01 to −0.003). 6MWD explained the variance in negative RC in a linear fashion. Conclusions: Patients with COPD employ negative RC more often than do healthy individuals. Exercise capacity and depressive symptoms are associated with negative RC.