COPD is a progressive illness with worldwide impact. Patients invariably reach a point at which they require palliative interventions. Dyspnea is the most distressing symptom experienced by these patients; when not relieved by traditional COPD management strategies it is termed "refractory dyspnea" and palliative approaches are required. The focus of care shifts from prolonging survival to reducing symptoms, increasing function, and improving quality of life. Numerous pharmacological and non-pharmacological interventions can achieve these goals, though evidence supporting their use is variable. This review provides a summary of the options for the management of refractory dyspnea in COPD, outlining currently available evidence and highlighting areas for further investigation. Topics include oxygen, opioids, psychotropic drugs, inhaled furosemide, Heliox, rehabilitation, nutrition, psychosocial support, breathing techniques, and breathlessness clinics.