Background: Chronic obstructive pulmonary disease (COPD) is a chronic respiratory condition. COPD causes a heavy burden on the patients through negative impacts on the quality of life and psychological health. The health belief model (HBM) is proposed and modified by several social psychologists and is confirmed to have benefits in the recovery of various diseases. This research aimed to explore the effects of the HBM-based intervention on anxiety, depression, and quality of life in COPD patients entering pulmonary rehabilitation (PR). Methods: This research was conducted at the Tianjin Rehabilitation Recuperate Center of Chinese PLA in 2019. A total of 136 COPD patients were randomized into the intervention group and the control group. In the control group, patients received the PR program. In the intervention group, patients received both PR program and the HBM-based intervention. Quality of life was measured by the COPD assessment test. The outcomes of anxiety and depression were measured by the Hospital Anxiety and Depression Scale. Results: The HBM-based intervention decreased both anxiety and depression scores among COPD patients. The COPD assessment test score was declined by the HBM-based intervention, which also decreased the serum levels of interleukin-6 and C-reactive protein in COPD patients entering PR. Conclusion: The HBM-based intervention alleviates anxiety and depression, enhances quality of life, and inhibits inflammation in COPD patients entering PR.