To explore the interplay between MMPs, TIMPs, and DNA methylation (DNAm) we (1) analysed MMP-9, -12, and TIMP-1 concentrations in BAL fluid, and profiled DNAm in BAL cells from 18 COPD and 30 control subjects, (2) estimated protein–COPD relationships using multivariable regression, (3) identified protein quantitative trait methylation loci (pQTMs) with COPD as a potential modifier in a separate interaction model, and (4) integrated significant interactions with a previous COPD GWAS meta-analysis. Here, TIMP1 is linked to chronic obstructive pulmonary disease.