Patients with acute exacerbated chronic obstructive pulmonary disease (AECOPD) and concurrent depression suffer significant psychological stress and decreased quality of life. The aim of this study was to collate data, guidelines and recommendations from publications on the screening and management of depressive mood disorders in patients hospitalised with AECOPD. We systematically searched four databases for publications reporting screening or management of depression in patients hospitalised for AECOPD. The identification of articles was based on the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) statement. Out of 1494 original articles screened, 35 met all inclusion criteria. These report a prevalence of depression in AECOPD ranging between 9.5% and 85.6%. Some studies report high postadmission mortality rates for depressive AECOPD patients, and higher readmission rates in depressive versus nondepressive AECOPD patients. Importantly, none of the 35 publications included suggestions on the screening and management of depression in AECOPD. Depression and AECOPD frequently co-occur, and this worsens outcomes. Yet we did not find recommendations on management, and few interventional studies. Patients hospitalised with AECOPD should be systematically screened for depression and treatment recommendations should be developed for these patients. Randomised studies on how to screen and treat depression in hospitalised AECOPD are necessary.