Dyslipidemia is one of the most common diseases worldwide. As a component of metabolic syndrome, the prevalence and mechanism by which dyslipidemia promotes cardiovascular diseases has been well studied, although the relationship between pulmonary diseases is not well understood. Because the lung is a respiratory organ with a large surface area and is exposed to the environment outside the body, it continuously inhales various substances. As a result, pulmonary diseases have a vast diversity, including chronic inflammatory diseases, allergic diseases, cancers, and infectious diseases. Recently, growing evidence has suggested that dyslipidemia plays a role in the pathogenesis and prognosis of various pulmonary diseases. We herein review the current understanding of the relationship between dyslipidemia and pulmonary diseases, including chronic obstructive pulmonary diseases, asthma, and lung cancer, and infectious pulmonary diseases, including community-acquired pneumonia, tuberculosis, nontuberculous mycobacterial pulmonary disease, and COVID-19. In addition, we focus on recent evidence of the utility of statins, specifically 3-hydroxy-3-methylglutaryl-coA reductase inhibitors, in the prevention and treatment of the various pulmonary diseases described above.