In patients with chronic obstructive pulmonary disease (COPD), cardiovascular comorbidities are highly prevalent and associated with considerable morbidity and mortality. This coincidence is increasingly seen in the context of a "cardiopulmonary continuum" rather than being simply attributed to shared risk factors, in particular, cigarette smoking. Both disease entities are centrally linked to systemic inflammation as well as aging, arterial stiffness, and several common biomarkers that led to the development of pulmonary hypertension, left ventricular diastolic dysfunction, atherosclerosis, and reduced physical activity and exercise capacity. For these reasons, COPD should be considered an independent factor of high cardiovascular risk, and efforts should be directed to early identification of cardiovascular disease (CVD) in COPD patients. Assessment of the overall cardiovascular risk is especially important in patients with severe exacerbation episodes, and the same therapeutic target levels for glycosylated hemoglobin, low-density lipoprotein cholesterol (LDL-C), or blood pressure than those recommended by clinical practice guidelines for patients at high cardiovascular risk, should be achieved. In this review, we will discuss the most recent evidence of the role of COPD as a critical cardiovascular risk factor and try to find new insights and potential prevention strategies for this disease.