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Background: Chronic obstructive pulmonary disease-associated pulmonary hypertension (PH-COPD) results in a significant impact on symptoms, quality of life, and survival. There is scant and conflicting evidence about the use of pulmonary hypertension (PH) specific therapy in patients with PH-COPD. Study Design and Methods: PubMed, OVID, CINAHL, Cochrane, Embase, and Web of Science were searched using various MESH terms to identify randomized controlled trials (RCTs) or observational studies investigating PH-specific therapies in patients with severe PH-COPD, defined by mean pulmonary artery pressure (mPAP) of more than 35 mm Hg or pulmonary vascular resistance (PVR) of more than 5 woods units on right heart catheterization. The primary outcome was a change in mPAP and PVR. Secondary outcomes were changes in six-minute walk distance (6MWD), changes in the brain-natriuretic peptide (BNP), New York Heart Association (NYHA) functional class, oxygenation, and survival. Results: Thirteen studies satisfied the inclusion criteria, including a total of 328 patients with severe PH-COPD. Out of these, 308 patients received some type of specific therapy for PH. There was a significant reduction in mPAP (mean difference (MD) −3.68, 95% CI [−2.03, −5.32], p < 0.0001) and PVR (MD −1.40 Wood units, 95% CI [−1.97, −0.82], p < 0.00001). There was a significant increase in the cardiac index as well (MD 0.26 L/min/m2, 95% CI [0.14, 0.39], p < 0.0001). There were fewer patients who had NYHA class III/lV symptoms, with an odds ratio of 0.55 (95% CI [0.30, 1.01], p = 0.05). There was no significant difference in the 6MWD (12.62 m, 95% CI [−8.55, 33.79], p = 0.24), PaO2 (MD −2.20 mm Hg, 95% CI [−4.62, 0.22], p = 0.08), or BNP or NT-proBNP therapy (MD −0.15, 95% CI [−0.46, 0.17], p = 0.36). Conclusion: The use of PH-specific therapies in severe PH-COPD resulted in a significant reduction in mPAP and PVR and increased CI, with fewer patients remaining in NYHA functional class III/IV. However, no significant difference in the 6MWD, biomarkers of right ventricular dysfunction, or oxygenation was identified, demonstrating a lack of hypoxemia worsening with treatment. Further studies are needed to investigate the use of PH medications in patients with severe PH-COPD.