Background: COPD is characterized by dyspnea, chronic cough, sputum production and extra pulmonary multimorbidity including depression, anxiety and cognitive problems. Methods: Cognitive and psychological clinical alterations/disorders; QoL/Health-related QoL; and Coping strategies were evaluated in 71 COPD patients characterized for FKBP5 gene (rs4713916). Instruments: MMSE, MoCA, ROCF, BDI-II, CES-D, SAS, SF-36, ADL, IADL, SGRQ, MRF 26, CIRS, Brief COPE. Results: Carriers of the rs4713916 polymorphisms (G:A) show better cognitive performances, higher degree of independence in the ADL and IADL, better QoL before and after rehabilitation, no presence of depressive mood and anxiety symptoms, no family history of psychiatric disorder, more ability to cope with stressors by avoiding emotions but demanding emotional support, and lesser use of anti-anxiety, anti-depressant anti-psychotic, hypnotic-sedative drugs. On the other hand, no difference was found as regards the number of comorbidities. Conclusions: Our study shows that rs4713916 is positively associated with better outcome for COPD. These results offer valuable insights into the role of FKBP5 in the complex network of mechanisms associated to clinical and behavioral features of COPD patients.. Our data may be used as initial benchmark for future clinical studies.