To evaluate the association among chronic obstructive pulmonary disease (COPD) with asthma, steroid use, and pneumonia in the general population. Methods Using Taiwan's National Health Insurance Research Database to identify patients with incident pneumonia, we established a COPD with asthma cohort of 12,538 patients and a COPD cohort of 25,069 patients. In both cohorts, the risk of incident pneumonia was assessed using multivariable Cox proportional hazards models. Results The adjusted hazard ratio (aHR) with 95% confidence interval (CI) for incident pneumonia was 2.38 (2.14, 2.66) in the COPD with asthma cohort, regardless of age, sex, comorbidities, and drug use. COPD cohort without inhaled corticosteroids (ICSs) use served as a reference. The aHR (95% CI) for COPD cohort with ICSs use was 1.34 (0.98, 1.83); that for COPD with asthma cohort without ICSs use was 2.46 (2.20, 2.76); and that for COPD with asthma cohort with ICSs use was 2.32 (1.99, 2.72). COPD cohort without oral steroids (OSs) use served as a reference; the aHR (95% CI) for COPD with asthma cohort without OSs use and with OSs use was 3.25 (2.72, 3.89) and 2.38 (2.07, 2.74), respectively.