The purpose of this study was to examine the feasibility of an intervention that included heart rate variability (HRV) biofeedback and walking with pulse oximetry feedback to improve functioning and quality of life for patients with chronic obstructive pulmonary disease (COPD). Twenty patients with COPD participated in 5 weekly sessions of HRV biofeedback and 4 weekly sessions of walking practice with oximetry feedback, with instructions for daily home practice. Primary outcomes measures were the distance walked in 6 min (6MWD) and overall quality of life, as measured by the St. George's Respiratory Questionnaire (SGRQ). Secondary outcomes included measures of self-efficacy, self-reported disability, anxiety, depression, dyspnea before and after the 6MWD, and HRV at the frequency of respiration during spontaneous and paced breathing. After 10 weeks of training, participants showed statistically and clinically significant improvements in 6MWD and quality of life. Significant changes were also seen in self-efficacy, disability, dyspnea before and after the 6MWD, and HRV amplitude during spontaneous breathing. We conclude that our intervention is feasible for patients with COPD and that further research using a randomized controlled design is warranted.