Background: Several studies have shown that non-adherence is a common and increasing problem regarding the individuals with chronic illnesses including chronic obstructive pulmonary disease (COPD) patients. This study aimed to investigate the influence of psychological and socio-demographic variables on medication adherence among patients with COPD. Methods: A sample of 177 participants was recruited from three General Hospitals in the border area of Athens, consisting of COPD patients. Measurements were conducted with the following instruments: The Medication Adherence Rating Scale, the Center for Epidemiologic Studies Depression Scale (CES-D), and the Multidimensional Health Locus of Control (MHLC). Results: The results indicated that medication adherence was associated positively with the dimensions of internal health locus of control and doctors measured by MHLC questionnaire. It was also related negatively to depression measured by CES-D scale. Discussion: This present study demonstrates the importance of depression in understanding medication adherence of COPD patients as well as the contribution of health beliefs.