Given the dearth of COPD self-management interventions that specifically acknowledge multi-morbidity in primary care, we aimed to activate COPD patients through personalised self-management support that recognised the implications of co-morbidities. This single-group experimental study included patients aged 40−84 with a spirometry diagnosis of COPD and at least one co-morbidity. A self-management education programme for COPD in the context of multi-morbidity, based on the Health Belief Model, was tailored and delivered to participants by general practice nurses in face-to-face sessions. At 6 months’ follow-up, there was significant improvement in patient activation (p < 0.001), COPD-related quality of life (p = 0.012), COPD knowledge (p < 0.001) and inhaler device technique (p = 0.001), with no significant change in perception of multi-morbidity (p = 0.822) or COPD-related multi-morbidity (0.084). The programme improved patients’ self-efficacy for their COPD as well as overall health behaviour. The findings form an empirical basis for further testing the programme in a large-scale randomised controlled trial.