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Background: Current strategies to control pain and anxiety of chest tube removal are not efficacious. The aim of this study is to determine the effects of cold therapy and respiratory relaxation exercise on pain and anxiety of chest tube removal. Materials and Methods: A parallel single-blind clinical trial study was conducted in Imam Khomeini Hospital, Iran, on 120 patients. Participants were randomized into 4 groups of 30. Numeric Rating Scale was used to assess pain and anxiety. One-way ANOVA test and Fisher’s exact test were used to analyze demographic data. The Kruskal–Wallis test was used to compare the severity of pain and anxiety between groups; the Friedman and Mann–Whitney test were used to compare the severity of pain and anxiety within groups with a significance level of 0.05. Results: Pain intensity was weak before chest tube removal and there was no significant difference in basal pain. Pain immediately after chest tube removal was significantly higher than other times in each group ( χ 2 = 57.16, χ 2 = 63.70, χ 2 = 46.49, χ 2 = 59.04, df = 3, p < 0.001). There was no significant difference in pain score immediately ( p = 0.052) and 15 min ( p = 0.329) after Echest tube removal in experimental groups compared to the control group. No significant difference was found between control and experimental groups in anxiety score immediately ( p = 0.995) and 15 min ( p = 0.976) before chest tube removal. Conclusions: Mentioned methods were not effective in reducing pain and anxiety. It is suggested to investigate effects of different methods of removing chest tubes and applying cold with a larger sample size.