Recently, the therapeutic potential of immune-modulation during the progression of chronic obstructive pulmonary disease (COPD) has been attracting increasing interest. However, chronic inflammatory response has been over-simplified in descriptions of the mechanism of COPD progression. As a form of first-line airway defense, epithelial cells exhibit phenotypic alteration, and participate in epithelial layer disorganization, mucus hypersecretion, and extracellular matrix deposition. Dendritic cells (DCs) exhibit attenuated antigen-presenting capacity in patients with advanced COPD. Immature DCs migrate into small airways, where they promote a pro-inflammatory microenvironment and bacterial colonization. In response to damage-associated molecular patterns (DAMPs) in lung tissue affected by COPD, neutrophils are excessively recruited and activated, where they promote a proteolytic microenvironment and fibrotic repair in small airways. Macrophages exhibit decreased phagocytosis in the large airways, while they demonstrate high pro-inflammatory potential in the small airways, and mediate alveolar destruction and chronic airway inflammation. Natural killer T (NKT) cells, eosinophils, and mast cells also play supplementary roles in COPD progression; however, their cellular activities are not yet entirely clear. Overall, during COPD progression, “exhausted” innate immune responses can be observed in the large airways. On the other hand, the innate immune response is enhanced in the small airways. Approaches that inhibit the inflammatory cascade, chemotaxis, or the activation of inflammatory cells could possibly delay the progression of airway remodeling in COPD, and may thus have potential clinical significance.