The relationship of selected physiological and psychological variables to functional status in patients with chronic obstructive pulmonary disease (COPD) was investigated in this study. There has been limited exploration of the relative contribution of these variables to the performance of activities of daily living in this population. A convenience sample of 104 outpatients with COPD participated in the study. The independent variables were causal attributions, depressed mood, self-esteem, pulmonary function, and exercise capacity, and the dependent variable was functional status. There was a significant difference in functional status between those who did and those who did not ask the question, “Why me?” (p = .03). In addition, the remaining psychological variables and both physiological variables were significantly correlated with functional status (p ± .01). To identify the combination of study variables most predictive of functional status a multiple regression analysis was performed. The combined variables of exercise capacity and depression best predicted functional status (p < .0001). It is concluded that both physiological and psychological factors are important in understanding functional status in this population.