We aimed to compare the incidence, clinical characteristics, and outcomes of patients admitted with myocardial infarction (MI), whether ST elevation MI (STEMI) or non-ST elevation MI (NSTEMI), according to the presence of chronic obstructive pulmonary disease (COPD), and to identify variables associated with in-hospital mortality (IHM). We selected all patients with MI (aged ≥40 years) included in the Spanish National Hospital Discharge Database (2016–2018). We matched each patient suffering COPD with a non-COPD patient with identical age, sex, type of MI, and year of hospitalization. We identified 109,759 men and 44,589 women with MI. The MI incidence was higher in COPD patients (incident rate ratio (IRR) 1.32; 95% confidence interval (CI) 1.29–1.35). Men with COPD had higher incidence of STEMI and NSTEMI than women with COPD. After matching, COPD men had a higher IHM than non-COPD men, but no differences were found among women. The probability of dying was higher among COPD men with STEMI in comparison with NSTEMI (odds ratio (OR) 2.33; 95% CI 1.96–2.77), with this risk being higher among COPD women (OR 2.63; 95% CI 1.75–3.95). Suffering COPD increased the IHM after an MI in men (OR 1.14; 95% CI 1.03–1.27), but no differences were found in women. COPD women had a higher IHM than men (OR 1.19; 95% CI 1.01–1.39). We conclude that MI incidence was higher in COPD patients. IHM was higher in COPD men than in those without COPD, but no differences were found among women. Among COPD patients, STEMI was more lethal than NSTEMI. Suffering COPD increased the IHM after MI among men. Women with COPD had a significantly higher probability of dying in the hospital than COPD men.