Background: Individuals with Chronic Obstructive Pulmonary Disease (COPD) often develop anxiety and depression, which worsen illness management and prognosis. Physical and psychological symptoms, contextual and illness-related factors display complex reciprocal interactions, which give rise to heterogeneous presentations. Examining the patterns of association between specific physical and psychological symptoms in patients with COPD may help to focus on the precision of the patient-centred care. Research question: We used network analyses to examine the links between symptoms of COPD, depression and anxiety. Methods: Data from 1587 individuals with COPD from the COPDGene study were included. We estimated a Bayesian Gaussian Graphical Model to highlight the unique associations between symptoms of COPD (assessed with the COPD Assessment Test), depression and anxiety (assessed with the Hospital Anxiety and Depression Scale (HADS), while examining the role of sociodemographic characteristics, lung function tests, and health status. Results: Unique Variable Analysis reduced 14 HADS items to Tension/worry (chronic anxiety), Fear/panic (acute anxiety), Restlessness, Anhedonia, Sadness and Slowing. In network analyses, chest-tightness was related to acute anxiety, while cough and weakness were connected with core depressive symptoms (sadness and lack of pleasure). Chronic anxiety was linked with acute anxiety and depressive symptoms. Findings were confirmed accounting for the role of confounders, including lung function, sex, ethnicity and lifestyle factors. A simulation based on our model yielded distinct predictions about anxiety and depression in two participants with similar COPD severity, but different symptom profiles. Conclusion: Network analyses highlighted specific associations between symptoms of COPD, depression and anxiety. Accounting for symptom-level interactions may help to promote personalized treatment approaches.