Chronic obstructive pulmonary disease (COPD) is the fourth leading cause of mortality worldwide. Recent genome-wide association studies (GWAS) have identified robust susceptibility loci associated with COPD. However, the mechanisms mediating the risk conferred by these loci remain to be found. The goal of this study was to identify causal genes/variants within susceptibility loci associated with COPD. In the discovery cohort, genome-wide gene expression profiles of 500 non-tumor lung specimens were obtained from patients undergoing lung surgery. Blood-DNA from the same patients were genotyped for 1,2 million SNPs. Following genotyping and gene expression quality control filters, 409 samples were analyzed. Lung expression quantitative trait loci (eQTLs) were identified and overlaid onto three COPD susceptibility loci derived from GWAS; 4q31 (HHIP), 4q22 (FAM13A), and 19q13 (RAB4B, EGLN2, MIA, CYP2A6). Significant eQTLs were replicated in two independent datasets (n = 363 and 339). SNPs previously associated with COPD and lung function on 4q31 (rs1828591, rs13118928) were associated with the mRNA expression of HHIP. An association between mRNA expression level of FAM13A and SNP rs2045517 was detected at 4q22, but did not reach statistical significance. At 19q13, significant eQTLs were detected with EGLN2. In summary, this study supports HHIP, FAM13A, and EGLN2 as the most likely causal COPD genes on 4q31, 4q22, and 19q13, respectively. Strong lung eQTL SNPs identified in this study will need to be tested for association with COPD in case-control studies. Further functional studies will also be needed to understand the role of genes regulated by disease-related variants in COPD.