Most of the effort of controlling breathlessness happens at home. Therefore, it is important to explore how patients and carers respond to breathlessness, what their self-care entails and what they experience as helpful. Data were collected from a purposive sample of 18 chronic obstructive pulmonary disease patients through participant observation during outpatient consultations and in-depth interviews at a large hospital and in the community in London. Data were analysed with the Grounded Theory approach. As information regarding the management of breathlessness was lacking and access to treatment was difficult, patients reverted to alternative strategies. Some patients developed considerable expertise and managed their symptoms competently within the limits of current care. Patients who coped successfully were involved in pulmonary rehabilitation and had adopted this as a way of life. Benefits and challenges to participation in these programmes were identified. Those patients who self-manage maintain an acceptable quality of life through self-acquired expertise relating to symptoms, medication and help-seeking. Well-being needs to be understood not as the end point, but as a precarious balance needing skillful maintenance and hard work. The findings have implications for notions such as adherence, patient involvement and responsibility in the management of chronic obstructive pulmonary disease.