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Objective To systematically synthesise evidence on the associations between presence of a mental health condition and chronic obstructive pulmonary disease (COPD) outcomes in people diagnosed with COPD, including lung function, symptom burden, functional status and clinical events.Methods A systematic search of MEDLINE, Embase, PubMed, PsycINFO and CINAHL identified studies comparing COPD outcomes in adults (≥18 years) with and without comorbid mental illnesses. Eligible studies reported at least one relevant outcome comparing these groups. The protocol was pre-registered and followed the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines.Results 58 studies including 707 037 participants were included. Comorbid mental illness was associated with worse outcomes: lower forced expiratory volume in 1 s (mean difference (MD)=–2.92%, 95% CI –4.35% to –1.48%), lower diffusing capacity of the lungs for carbon monoxide (MD=–3.79%, 95% CI –5.72% to –1.86%), reduced 6-minute walking test distance (MD=–30.42 m, 95% CI –41.03 to –19.82) and higher modified Medical Research Council scores (MD=0.64, 95% CI 0.45 to 0.84). Quality of life was worse (higher St George’s Respiratory Questionnaire (MD=15.23 points, 95% CI 13.25 to 17.22), COPD Assessment Test (MD=7.28, 95% CI 5.81 to 8.74)). Mental illness increased exacerbations (MD=0.87, 95% CI 0.24 to 1.50; adjusted risk ratio=1.58, 95% CI 1.05 to 2.37; incidence rate ratio (IRR)=1.64, 95% CI 1.38 to 1.96), hospitalisations (adjusted OR=1.61, 95% CI 1.43 to 1.81; adjusted IRR=2.22, 95% CI 1.30 to 3.78) and mortality (adjusted HR=1.34, 95% CI 1.07 to 1.69). Depression and anxiety showed the strongest associations; evidence for severe mental illness was limited.Conclusion Comorbid mental illness in COPD is linked to worse lung function, greater symptom burden, higher risks of exacerbation, hospitalisation and possibly mortality. Addressing the causes of this and integrating mental healthcare into COPD management may improve outcomes and reduce preventable admissions.PROSPERO registration number CRD42024567680.