Air pollution is a major trigger of chronic obstructive pulmonary disease (COPD). Dysregulation of the neuroendocrine hypothalamic-pituitary-adrenal (HPA) and sympathetic-adrenal medullary (SAM) axes is essential in progression of COPD. However, it is not clear whether air pollution exposure is associated with neuroendocrine responses in individuals with and without COPD. Based on a panel study of 51 stable COPD patients and 78 non-COPD participants with 384 clinical visits, we measured the morning serum levels of corticotropin-releasing hormone (CRH), adrenocorticotropic hormone (ACTH), cortisol, norepinephrine, and epinephrine as indicators of stress hormones released from the HPA and SAM axes. Ambient nitrogen dioxide (NO2), fine particulate matter (PM2.5), and meteorological conditions were continuously monitored at the station from 2 weeks before the start of clinical visits. Linear mixed-effects models were used to estimate associations between differences in stress hormones following an average of 1–14-day exposures to NO2 and PM2.5. The average 1 day air pollutant levels prior to the clinical visits were 24.4 ± 14.0 ppb for NO2 and 55.6 ± 41.5 μg/m3 for PM2.5. We observed significant increases in CRH, ACTH, and norepinephrine, and decreases in cortisol and epinephrine with interquartile range increase in the average NO2 and PM2.5 concentrations in all participants. In the stratified analyses, we identified significant between-group difference in epinephrine following NO2 exposure in individuals with and without COPD. These results may suggest the susceptibility of COPD patients to the neuroendocrine responses associated with short-term air pollution exposure.