Background and objective The obesity paradox is a well-established clinical conundrum in COPD patients. This study aimed to provide an updated analysis of the relationship between body mass index (BMI) and mortality in this population. Methods A systematic search was conducted through Embase, PubMed, and Web of Science. International BMI cut-offs were employed to define underweight, overweight and obesity. The primary outcome was all-cause mortality, and the secondary outcome was respiratory and cardiovascular mortality. Results 120 studies encompassed a total of 1 053 272 patients. Underweight status was associated with an increased risk of mortality, while overweight and obesity were linked to a reduced risk of mortality. A nonlinear U-shaped relationship was observed between BMI and all-cause mortality, respiratory mortality and cardiovascular mortality. Notably, an inflection point was identified at BMI 28.75 kg·m−2 (relative risk 0.83, 95% CI 0.80–0.86), 30.25 kg·m−2 (relative risk 0.51, 95% CI 0.40–0.65) and 27.5 kg·m−2 (relative risk 0.76, 95% CI 0.64–0.91) for all-cause, respiratory and cardiovascular mortality, respectively, and beyond which the protective effect began to diminish. Conclusion This study augments the existing body of evidence by confirming a U-shaped relationship between BMI and mortality in COPD patients. It underscores the heightened influence of BMI on respiratory and cardiovascular mortality compared to all-cause mortality. The protective effect of BMI was lost when BMI values exceeded 35.25 kg·m−2, 35 kg·m−2 and 31 kg·m−2 for all-cause, respiratory and cardiovascular mortality, respectively. © The authors 2024.