Background Fish oil is one of the most popular supplements in the UK and other developed countries. However, the relationship between fish oil use and chronic obstructive pulmonary disease (COPD) is unclear. Objective To prospectively examine the association of habitual fish oil supplementation with incident COPD risk and to evaluate potential effect modification by genetic predisposition. Methods This study included 484,414 participants (mean and standard deviation [SD] age: 56.5 [8.1] years) from the UK Biobank who completed a touchscreen questionnaire on habitual fish oil supplement use between 2006 and 2010 and were followed up through 2018. Cox regression models were used to estimate the hazard ratios (HRs) and 95% confidence intervals (95% CIs) with adjustment for sociodemographic and lifestyle behaviours, health conditions, and other potential confounding factors. A weighted genetic risk score (GRS) for COPD was derived from 112 validated single nucleotide polymorphisms. Results During a median follow-up of 9.0 years, 8860 incident COPD events were recorded. A total of 31.4% (152,230) of the study participants reported habitual fish oil supplementation at baseline. Habitual fish oil supplementation was significantly associated with a lower risk of incident COPD (adjusted HR: 0.88; 95% CI: 0.84–0.93). The association with COPD did not differ by GRS strata (P for interaction = 0.880). The results from subgroup and sensitivity analyses supported the robustness of our findings. Conclusions Our findings suggest that habitual fish oil supplementation is associated with a lower risk of incident COPD, irrespective of genetic predisposition.