We aimed at comparing exhaled and non-exhaled non-invasive markers of respiratory inflammation in patients with chronic obstructive pulmonary disease (COPD) and healthy subjects and define their relationships with smoking habit. Forty-eight patients with stable COPD who were ex-smokers, 17 patients with stable COPD who were current smokers, 12 healthy current smokers and 12 healthy ex-smokers were included in a cross-sectional, observational study. Inflammatory outcomes, including prostaglandin (PG) E2 and 15-F2t-isoprostane (15-F2t-IsoP) concentrations in exhaled breath condensate (EBC) and sputum supernatants, fraction of exhaled nitric oxide (FENO) and sputum cell counts, and functional (spirometry) outcomes were measured. Sputum PGE2 was elevated in both groups of smokers compared with ex-smoker counterpart (COPD: P < 0.02; healthy subjects: P < 0.03), whereas EBC PGE2 was elevated in current (P = 0.0065) and ex-smokers with COPD (P = 0.0029) versus healthy ex-smokers. EBC 15-F2t-IsoP, a marker of oxidative stress, was increased in current and ex-smokers with COPD (P < 0.0001 for both) compared with healthy ex-smokers, whereas urinary 15-F2t-IsoP was elevated in both smoker groups (COPD: P < 0.01; healthy subjects: P < 0.02) versus healthy ex-smokers. FENO was elevated in ex-smokers with COPD versus smoker groups (P = 0.0001 for both). These data suggest that the biological meaning of these inflammatory markers depends on type of marker and biological matrix in which is measured. An approach combining different types of outcomes can be used for assessing respiratory inflammation in patients with COPD. Large studies are required to establish the clinical utility of this strategy.