To investigate the effectiveness of paced breathing guided by biofeedback on clinical and functional outcomes of patients with chronic obstructive pulmonary disease (COPD). An uncontrolled pilot study comprising a training with paced breathing guided by biofeedback (three sessions of 35 min per week) was conducted over four weeks (12 sessions). Assessments included respiratory muscle strength (using a manovacuometer), anxiety (Beck Anxiety Inventory), depression (Beck Depression Inventory), dyspnea (Baseline Dyspnea Index), functionality (Timed Up and Go Test), health status (COPD Assessment Test) and health-related quality of life (Saint George’s Respiratory Questionnaire). The sample consisted of nine patients with a mean age of 68.2 ± 7.8 years. After intervention, patients significantly improved in health status and health-related quality of life, assessed using the COPD Assessment Test (p < 0.001) and Saint George's Respiratory Questionnaire (p < 0.001); anxiety (p < 0.001); and depression (p = 0.001). Patients also significantly improved in dyspnea (p = 0.008), TUG (p = 0.015), CC Score (p = 0.031), and maximum inspiratory (p = 0.004) and expiratory pressures (p < 0.001). An intervention with paced breathing guided by biofeedback promoted positive results on dyspnea, anxiety, depression, health status and perceived health-related quality of life in patients with COPD. Moreover, gains in respiratory muscle strength and functional performance were observed, affecting the performance of daily activities.