The primary purpose of this secondary analysis was to determine whether 103 participants with chronic obstructive pulmonary disease rated the affective dimension of dyspnea (dyspnea-related anxiety and dyspnea-related distress) separately from the sensory dimension (intensity) during baseline exercise testing conducted as part of a randomized clinical trial. A secondary purpose was to determine if dyspnea-related anxiety and distress were rated distinctly different from other measurements of anxiety. At the end of a 6-minute walk and an incremental treadmill test, participant ratings of the magnitude of dyspnea-related anxiety and distress on the Modified Borg Scale were significantly different from their ratings of the intensity of dyspnea. Dyspnea-related anxiety and distress also appeared to be concepts independent from measures of state anxiety, negative affect, and anxiety before a treadmill test.