According to the American Thorasic Society (ATS)/European Respiratory Society (ERS) Statement, chronic obstructive pulmonary disease (COPD) is defined as a preventable and treatable disease with a strong genetic component, characterized by airflow limitation that is not fully reversible, but is usually progressive and associated with an enhanced inflammatory response of the lung to noxious particles or gases. The main features of COPD are chronic inflammation of the airways and progressive destruction of lung parenchyma and alveolar structure. The pathogenesis of COPD is complex due to the interactions of several mechanisms, such as inflammation, proteolytic/antiproteolytic imbalance, oxidative stress, DNA damage, apoptosis, enhanced senescence of the structural cells and defective repair processes. This review focuses on the effects of oxidative DNA damage and the consequent immune responses in COPD. In susceptible individuals, cigarette smoke injures the airway epithelium generating the release of endogenous intracellular molecules or danger-associated molecular patterns from stressed or dying cells. These signals are captured by antigen presenting cells and are transferred to the lymphoid tissue, generating an adaptive immune response and enhancing chronic inflammation.