Chronic obstructive pulmonary disease (COPD) ranks as the third leading cause of global mortality, affecting 210 million individuals worldwide. Notably, 60% of COPD patients experience comorbid neurocognitive disorders. Importantly, patients with neurocognitive dysfunction often exhibit poor adherence to therapeutic interventions and medications, exacerbating their COPD morbidity and increasing hospitalization rates and mortality risk. This review explores the potential lung-brain axis in COPD, emphasizing that oxidative stress and inflammatory responses in the lungs can spread to the systemic circulation, thereby regulating in the blood-brain barrier (BBB) permeability and contributing to brain dysfunction. In addition, the role of hormone-based hypothalamic-pituitary-adrenal (HPA) axis in COPD progression is discussed. These cascading events can lead to neuronal deficits, altered glial cell function, and subsequent cognitive dysfunction. Furthermore, we provide a comprehensive overview of potential medications for treating COPD and its associated cognitive deficits, with a specific focus on anti-inflammatory and antioxidant therapies. This compilation serves as a pivotal foundation for the prevention and management of cognitive dysfunction in COPD.