Chronic obstructive pulmonary disease (COPD) is a heterogeneous group of chronic lung conditions. Genome-wide association studies have identified single-nucleotide polymorphisms (SNPs) associated with COPD and the co-occurring conditions, suggesting common biological mechanisms underlying COPD and these co-occurring conditions. To identify them, we have integrated information across different biological levels (i.e., genetic variants, lung-specific 3D genome structure, gene expression and protein–protein interactions) to build lung-specific gene regulatory and protein–protein interaction networks. We have queried these networks using disease-associated SNPs for COPD, unipolar depression and coronary artery disease. COPD-associated SNPs can control genes involved in the regulation of lung or pulmonary function, asthma, brain region volumes, cortical surface area, depressed affect, neuroticism, Parkinson’s disease, white matter microstructure and smoking behaviour. We describe the regulatory connections, genes and biochemical pathways that underlay these co-occurring trait-SNP-gene associations. Collectively, our findings provide new avenues for the investigation of the underlying biology and diverse clinical presentations of COPD. In so doing, we identify a collection of genetic variants and genes that may aid COPD patient stratification and treatment.