Background: Pain is a common symptom in people with chronic obstructive pulmonary disease (COPD) which negatively influences quality of life and psychological well-being. However, our understanding of how those with COPD interpret the experience of pain is very limited. Objectives: To explore how individuals with moderate to severe COPD experience pain. Methods: Eight patients diagnosed with COPD who reported experiencing pain for greater than three months participated in in-depth interviews. Transcripts were subjected to interpretative phenomenological analysis. Results: Five themes were identified: 1) pain complicates the clinical profile of COPD; 2) uncertainly of the pain experience: frustrations related to health care professionals’ explanation for their pain and the need to legitimize; 3) language and behavior of pain: portraying pain as frustrating and unpredictable; 4) psychological reactions toward pain: depression and fear-avoidance behavior; and 5) altered identity perception: reduced self-worth, guilt in not meeting the expectations of others. Conclusions: Patients report difficulty in explaining the persistence of pain. This fosters a need to legitimize their pain, which influences feelings of frustration and self-worth. An understanding of these responses will assist health care professionals in managing on-going pain in those with COPD.