Introduction: Mortality attributable to chronic obstructive pulmonary disease (COPD) in India is estimated to be among the highest in the world. Although identification and management of symptoms and signs of chronic lung diseases have improved, the psychosocial burden is often unrecognized and neglected. Psychological distress increases dependence on others, causes less effective self-management and longer hospital stays, and is known to greatly influence the disease progression. Aim: The aim of this study is to assess the degree of helplessness among COPD patients and establish its correlation with sociodemographic factors and disease severity. Subjects and Methods: This was a cross-sectional study carried out in a secondary care hospital of Delhi. A predesigned, pretested COPD Helplessness Index (CHI) questionnaire was administered to 224 participants aged 40 years or above, after obtaining informed consent. Global Initiative for Chronic Obstructive Lung Disease staging system for COPD was used to categorize patients according to their disease severity. The data were analyzed using the Statistical Package for the Social Sciences (SPSS) software version 17.0. Moreover, P < 0.05 was considered significant. Results: CHI was found to be directly related with COPD severity (P < 0.001). Elderly patients, males, illiterates, and smokers were found to have a higher CHI score showing helplessness in study participants. Conclusions: There is a strong correlation between helplessness and pulmonary function with age, gender, literacy, and smoking status having a significant influence on the psychological state of COPD patients. An integrated effort on the part of the patients, doctors, and the society is required to reduce the burden of COPD.