Protein biomarkers are associated with mortality in cardiovascular disease, but their effect on predicting respiratory and all-cause mortality is not clear. We tested whether a protein risk score (protRS) can improve prediction of all-cause mortality over clinical risk factors in smokers. We utilized smoking-enriched (COPDGene, LSC, SPIROMICS) and general population-based (MESA) cohorts with SomaScan proteomic and mortality data. We split COPDGene into training and testing sets (50:50) and developed a protRS based on respiratory mortality effect size and parsimony. We tested multivariable associations of the protRS with all-cause, respiratory, and cardiovascular mortality, and performed meta-analysis, area-under-the-curve (AUC), and network analyses. We included 2232 participants. In COPDGene, a penalized regression-based protRS was most highly associated with respiratory mortality (OR 9.2) and parsimonious (15 proteins). This protRS was associated with all-cause mortality (random effects HR 1.79 [95% CI 1.31-2.43]). Adding the protRS to clinical covariates improved all-cause mortality prediction in COPDGene (AUC 0.87 vs 0.82) and SPIROMICS (0.74 vs 0.6), but not in LSC and MESA. Protein-protein interaction network analyses implicate cytokine signaling, innate immune responses, and extracellular matrix turnover. A blood-based protein risk score predicts all-cause and respiratory mortality, identifies potential drivers of mortality, and demonstrates heterogeneity in effects amongst cohorts.