Chronic Obstructive Pulmonary Disease (COPD) and Non-Alcoholic Fatty Liver Disease (NAFLD) both independently increase cardiovascular risk. We hypothesized that NAFLD might increase the incidence of cardiovascular disease and death in COPD patients. The relationship between NAFLD, incident cardiovascular events, and death was assessed in a prospective cohort of COPD patients with 5-year follow-up. Noninvasive algorithms combining biological parameters (FibroMax®) were used to evaluate steatosis, non-alcoholic steatohepatitis (NASH) and liver fibrosis. Univariate and multivariate Cox regression models were used to assess the hazard for composite outcome at the endpoint (death or cardiovascular event) for each liver pathology. In 111 COPD patients, 75% exhibited liver damage with a prevalence of steatosis, NASH and fibrosis of 41%, 37% and 61%, respectively. During 5-year follow-up, 31 experienced at least one cardiovascular event and 7 died. In univariate analysis, patients with liver fibrosis had more cardiovascular events and higher mortality (Hazard ratio [95% CI]: 2.75 [1.26; 6.03]) than those with no fibrosis; this remained significant in multivariate analysis (Hazard ratio [95% CI]: 2.94 [1.18; 7.33]). We also found that steatosis and NASH were not associated with increased cardiovascular events or mortality. To conclude, early assessment of liver damage might participate to improve cardiovascular outcomes in COPD patients.