Background: Self-management interventions are considered effective in patients with COPD, but trials have shown inconsistent results and it is unknown which patients benefit most. This study aimed to summarize the evidence on effectiveness of self-management interventions and identify subgroups of COPD patients who benefit most. Methods: Randomized trials of self-management interventions between 1985 and 2013 were identified through a systematic literature search. Individual patient data of selected studies were requested from principal investigators and analyzed in an individual patient data meta-analysis using generalized mixed effects models. Results: Fourteen trials representing 3,282 patients were included. Self-management interventions improved health-related quality of life at 12 months (standardized mean difference 0.08, 95% confidence interval [CI] 0.00–0.16) and time to first respiratory-related hospitalization (hazard ratio 0.79, 95% CI 0.66–0.94) and all-cause hospitalization (hazard ratio 0.80, 95% CI 0.69–0.90), but had no effect on mortality. Prespecified subgroup analyses showed that interventions were more effective in males (6-month COPD-related hospitalization: interaction P=0.006), patients with severe lung function (6-month all-cause hospitalization: interaction P=0.016), moderate self-efficacy (12-month COPD-related hospitalization: interaction P=0.036), and high body mass index (6-month COPD-related hospitalization: interaction P=0.028 and 6-month mortality: interaction P=0.026). In none of these subgroups, a consistent effect was shown on all relevant outcomes. Conclusion: Self-management interventions exert positive effects in patients with COPD on respiratory-related and all-cause hospitalizations and modest effects on 12-month health-related quality of life, supporting the implementation of self-management strategies in clinical practice. Benefits seem similar across the subgroups studied and limiting self-management interventions to specific patient subgroups cannot be recommended.