It is a scary diagnosis! Most COPD patients do have a degree of anxiety and depression. Difficulty breathing would cause that with anyone I think! Make sure you start off with a top notch Pulmonologist that actually has treated patients with COPD. There is a ton of information to sift through, but start with the basics first. Understand what the disease is, what are the treatment options and what is your status. Definitely get your anxiety/depression under control as that does nothing to help with coping with your diagnosis.