Objectives: COPD and mental disorder comorbidity is commonly reported, although findings are limited by substantive weaknesses. Moreover, few studies investigate mental disorder as a risk for COPD onset. This research aims to investigate associations between current (12-month) DSM-IV mental disorders and COPD, associations between temporally prior mental disorders and subsequent COPD diagnosis, and cumulative effect of multiple mental disorders. Methods: Data were collected using population surveys of 19 countries (n = 52,095). COPD diagnosis was assessed by self-report of physician's diagnosis. The World Mental Health-Composite International Diagnostic Interview (WMH-CIDI) was used to retrospectively assess lifetime prevalence and age at onset of 16 DSM-IV disorders. Adjusting for age, gender, smoking, education, and country, survival analysis estimated associations between first onset of mental disorder and subsequent COPD diagnosis. Results: COPD and several mental disorders were concurrently associated across the 12-month period (ORs 1.5-3.8). When examining associations between temporally prior disorders and COPD, all but two mental disorders were associated with COPD diagnosis (ORs 1.7-3.5). After comorbidity adjustment, depression, generalized anxiety disorder, and alcohol abuse were significantly associated with COPD (ORs 1.6-1.8). There was a substantive cumulative risk of COPD diagnosis following multiple mental disorders experienced over the lifetime. Conclusions: Mental disorder prevalence is higher in those with COPD than those without COPD. Over time, mental disorders are associated with subsequent diagnosis of COPD; further, the risk is cumulative for multiple diagnoses. Attention should be given to the role of mental disorders in the pathogenesis of COPD using prospective study designs.