Malnutrition in patients with chronic obstructive pulmonary disease (COPD) is associated with cachexia, sarcopenia, and weight loss, and may result in poorer pulmonary function, decreased exercise capacity, and increased risk of exacerbations. Providing nutritional supplementation is an important therapeutic intervention, particularly for severely ill COPD patients with malnutrition. Higher calorie intake through nutritional supplementation significantly increases body weight and muscle strength, and improves quality of life in malnourished COPD patients. Difficulties may be experienced by these COPD patients, who are struggling to breathe and eliminate CO₂ from the lungs, resulting in dyspnea, hypercapnia, hypoxia, and respiratory acidosis, which exacerbates muscle loss through oxidative stress and inflammatory responses. To overcome these problems, nutritional supplements should aim to reduce metabolic CO₂ production, lower respiratory quotient, and improve lung function. Several studies have shown that high-fat supplements produce less CO₂ and have lower respiratory quotient value than high-carbohydrate supplements. In addition, high-fat supplements may be the most efficient means of providing a low-volume, calorie-dense supplement to COPD patients, and may be most beneficial to patients with prolonged mechanical ventilation where hypercapnia and malnutrition are most pronounced. Further studies are required to investigate the optimal nutritional supplements for COPD patients according to their disease severity.