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Background: Lung cancer and chronic obstructive pulmonary disease (COPD) are morbid and mortal conditions arising from noxious endothelial stress. Soluble Major Histocompatibility Complex I Chain Related A (sMICA) is an activating ligand for the NKG2C receptor, and the soluble form indicates endothelial stress and is a mechanism for evading immune surveillance in lung cancer. We provide independent associations between sMICA*008 levels and the prevalence of lung cancer, lung cancer histologies, COPD, and risk factors for both diseases. Methods: We describe statistical associations between sMICA and demographic and clinical variables. Multivariate linear regression determined the independent associations between sMICA levels and lung cancer histology, between those with and without primary lung cancer, and prevalent COPD in participants without lung cancer. Point estimates and 95% confidence intervals are reported; p < 0.05 is considered statistically significant. Results: The cohort (n = 586 patients) included 24% female and 48% current or former smokers. Mean sMICA were 5.20 pg/mL ×10², and FEV1%-predicted of 62. sMICA levels were higher in those who smoked vs. those who did not. In Multivariate regression, non-small cell lung cancer (NSCLC) was associated with 14.2 pg/mL ×10² (95% CI 3.57 to 24.9 pg/mL ×10²) higher sMICA levels compared to those without cancer. No other histology was independently associated with higher sMICA. Primary lung cancer [12.5 pg/mL ×10² (2.85 to 22.2 pg/mL ×10²)] and COPD in those without cancer [4.38 pg/mL ×10² (0.38 to 8.39 pg/mL ×10²)] were associated with higher sMICA. Conclusions: sMICA*008 is independently associated with NSCLC, primary lung cancer, and COPD, respectively, in a cohort of current, former, and never smokers with and without lung cancer. sMICA levels were also higher in smokers. This study provides a foundation for future studies on sMICA activity in lung cancer and COPD, and assessment of sMICA as a biomarker for lung cancer cell type and risk of lung function loss in COPD.