Chronic Obstructive Pulmonary Disease (COPD) is a progressive respiratory condition commonly caused by prolonged exposure to harmful particles or gases. The literature on COPD patients is rich in reports of psychological symptoms such as anxiety and depression, which often co-occur with the physical manifestations of the disease. The primary aim of this study was to investigate the role of the sense of coherence and family support in depressive symptomatology among patients with COPD. A total of 143 patients (107 men and 32 women) participated, completing the Beck Depression Inventory (BDI), the Sense of Coherence-13 scale (SOC), and the Family Support Scale (FSS). Among the participants, 46.8% exhibited no depressive symptoms (BDI≤9), 29.5% had mild symptoms (BDI 10–15), 16.5% had moderate symptoms (BDI 16–23), and 7.2% had severe depressive symptoms (BDI≥24). Multiple regression analysis revealed that SOC accounted for 35.2% of the variance in BDI scores, with FSS contributing an additional 3.6%. Mediation analysis was conducted with BDI as the outcome variable, FSS as the mediator, and SOC as the predictor. The analysis confirmed the mediating role of family support in the SOC–BDI relationship, with the model explaining 10.3% of the variance in depressive symptoms. Based on these findings, future studies may benefit from exploring interventions that enhance perceived family support in COPD patients.