Background: Stress, anxiety, and depression have been reported as very common comorbidities in smokers with chronic obstructive pulmonary disease (COPD). This study was aimed to investigate the effectiveness of smoking cessation on stress, anxiety, and depression in smokers with COPD. Methods: Three block-randomized controlled trial groups with a block size of 6 and 9 including guided self-change (GSC) (n = 19), nicotine replacement therapy (NRT) (n = 19), and combined GSC-NRT (n = 19) with a follow-up of 29 weeks were considered in this research. Participants included elderly adult smokers with COPD. The patients carried out 5 weekly GSC counseling sessions and NRT for smoking cessation. Transtheoretical Model (TTM) questionnaire, Fagerstrom Test for Nicotine Dependence (FTND), Depression Anxiety Stress Scale (DASS), the Beck Depression Inventory-II (BDI-II), and Hospital Anxiety and Depression Scale (HADS) as well as the exhaled carbon monoxide (CO) were evaluated over the baseline and 12 and 29 weeks following treatments. Findings: COPD participants with mean of 23 daily cigarette smoking completed the current study. The odds ratio (OR) of smoking cessation in GSC and GSC-NRT groups decreased more than NRT group. In addition, DASS, FTND, and the exhaled CO in GSC and GSC-NRT groups showed a better performance compared with the NRT group. Conclusion: The results showed that GSC and combined GSC-NRT therapy were significantly more effective than NRT alone. Also, the findings showed that GSC, NRT, and combined GSC-NRT were effective on stress, depression, and anxiety decreasing in smoking cessation. It seems that reducing smoking is associated with recovery in stress, anxiety, and depression in smokers with COPD.