In both chronic obstructive pulmonary disease (COPD) and multiple sclerosis (MS), combinations of environmental and genetic factors are likely to increase the vulnerability to acquire disease. This study was undertaken to investigate any possible comorbidity of COPD and MS, thus indicating common inflammatory vulnerability. Individuals with a diagnosis of COPD (including chronic bronchitis and emphysema) during 1987–2002, according to the Swedish Inpatient and Cause of Death Registers, were identified (180,239 individuals). Thereafter, controls and first-degree relatives of both cases and controls were identified. Finally, all individuals were compared with the Inpatient Register to identify individuals discharged with a diagnosis of MS. In the COPD cohort, there was a more than twofold increased risk of MS compared with controls (HR 2.51; 95% CI 2.13–2.98). The risk of MS was even more pronounced among individuals discharged with a diagnosis of COPD before 60 years of age (HR 6.37; 95% CI 3.58–9.68). There was also an increased risk of MS among mothers (HR 2.24; 95% CI 1.04–4.61) and siblings (HR 1.50; 95% CI 1.08–2.08) of COPD patients. This study indicates that COPD and MS have an inflammatory vulnerability in common, at least in a subgroup of patients. These diseases may share inflammatory pathways, including predisposing variants of genes.