In this study, we examined the effects of music on the dyspnea and anxiety experienced by people with chronic obstructive pulmonary disease (COPD) when they are walking. A crossover design was used. Patients walked for 10 minutes without music and for 10 minutes while listening to music. The order of the interventions was determined by chance. The levels of perceived dyspnea (modified Borg scale) and anxiety (State-Trait Anxiety Inventory-State) were measured at baseline (before a 6-minute walk), at pretest (after that walk and before the 10-minute walks), and after the walks. Thirty subjects with a mean age of 70 ±7 years participated in the study. There were no differences in dyspnea or anxiety levels between the walks with music and with no music (p > 0.05). Despite some positive trends, this study did not provide conclusive evidence to support the efficacy of listening to music during exercise; further research is needed to support this intervention.