We consider the extension of the CMW soft-gluon effective coupling beyond the next-to-leading logarithmic accuracy. We present two proposals of a soft-gluon effective coupling that extend the CMW coupling to all perturbative orders. Although both effective couplings are well-defined in four dimensions, we examine their behaviour in d=4-2epsilon dimensions. We uncover an all-order perturbative relation with the cusp anomalous dimension: the (four dimensional) cusp anomalous dimension is equal to the d-dimensional soft-gluon effective coupling at the conformal point epsilon=beta(alphas), where the d-dimensional QCD beta-function, vanishes. We present the explicit expressions of the two soft-gluon couplings up to O(alphas^2) in d dimensions. In the four-dimensional case we compute the two soft couplings up to O(alphas^3). For one of the two couplings, we confirm the O(alphas^3) result previously presented by other authors. For the other coupling, we obtain the explicit relation with the cusp anomalous dimension up to O(alphas^4). We comment on Casimir scaling at O(alphas^4).