The present invention provides a method of improving the weight loss, the emphysema, the infiltration of inflammatory cells in lung tissues, the thickening of the tracheal wall, the lung fibrosis, and the abnormal lung function, which are caused by a chronic obstructive pulmonary disease, comprising administering to a subject in need thereof a therapeutically effective amount of a probiotic bacterium Parabacteroides goldsteinii. The bacterium Parabacteroides goldsteinii can also modulate the expression level of genes involved in the lung fibrosis and the mitochondrial activity in lung tissue. The bacterium Parabacteroides goldsteinii can therefore be used to treat chronic obstructive pulmonary disease.