BACKGROUND: The aim of the TANDEM trial is to evaluate whether a tailored, psychological cognitive behavioural approach intervention, which links into, and optimises the effects of routine pulmonary rehabilitation (PR), leads to a reduction in mild/moderate anxiety and/or depression in people with moderate, severe or very severe chronic obstructive pulmonary disease. METHODS AND DESIGN: TANDEM is a multi-centre, two-arm, parallel group, pragmatic, individually randomised controlled, superiority trial including an internal pilot. Participants are randomised to receive either the intervention (a tailored psychological intervention plus usual care including referral to PR) or the control (usual care including referral to PR). The designed randomisation ratio is 1.25:1 in favour of the intervention. The multiple-primary outcomes are participant depression and anxiety at 6 months, measured using the Hospital Anxiety and Depression Scale (HADS) depression and anxiety subscales. RESULTS: This article describes the statistical analysis plan (SAP) for the TANDEM trial. In particular, we describe the general analysis principles, how we will handle missing data, the primary and secondary outcomes and how these will be analysed, sensitivity analyses for the multiple-primary outcomes, and any other analyses and data summaries. The SAP was developed and published prior to completion of follow-up of the last participant. TRIAL REGISTRATION: ISRCTN registry ISRCTN59537391. Registered on 20 March 2017.