Background: Chronic Obstructive Pulmonary Disease (COPD) is a leading cause of morbidity and mortality worldwide, often accompanied by comorbid psychiatric conditions such as depression. Objective: This study aims to explore the prevalence of depression among COPD patients and its correlation with various socio-demographic factors in a tertiary care center in India. Methods: A cross-sectional study was conducted involving 160 COPD patients. Data were collected through structured interviews and validated questionnaires, including the Patient Health Questionnaire-9 (PHQ-9) for depression assessment. Socio-demographic factors were recorded, and statistical analyses were performed to determine correlations. Results: The prevalence of depression was 44.38%, with mild depression being the most common. Significant correlations were found between depression and factors such as gender (p < 0.01) and smoking history (p = 0.04). Conclusion: Depression is highly prevalent among COPD patients, with significant correlations observed with gender and smoking history. Addressing these socio-demographic factors is crucial for comprehensive COPD management.