Chronic obstructive pulmonary disease (COPD) is a chronic inflammatory reaction of the lung and of the whole body, and pulmonary cachexia often occurs during the advanced stage. The effects of nutritional support upon the management of under-nutrition in COPD remain controversial. However, a study of the effects of nutritional supplement therapy upon such patients with COPD has recently been published. The present report comprises a review of recent articles about the nutritional support of patients with COPD, especially those with cachexia, and a discussion about the roles of nutritional supplement therapy, focusing on exercise and treatment with ghrelin and vitamin D in the management of COPD.