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Systemic inflammation is an integral part of chronic obstructive pulmonary disease (COPD), and air pollution is associated with cardiorespiratory mortality, yet the interrelationships are not fully defined. We examined associations between nitrogen dioxide (NO2) exposure (as a marker of traffic-related air pollution) and pro-inflammatory cytokines, and investigated effect modification and mediation by post-bronchodilator airflow obstruction (post-BD-AO) and cardiovascular risk. Data from middle-aged participants in the Tasmanian Longitudinal Health Study (TAHS, n = 1389) were analyzed by multivariable logistic regression, using serum interleukin (IL)-6, IL-8 and tumor necrosis factor-α (TNF-α) as the outcome. Mean annual NO2 exposure was estimated at residential addresses using a validated satellite-based land-use regression model. Post-BD-AO was defined by post-BD forced expiratory ratio (FEV1/FVC) < lower limit of normal, and cardiovascular risk by a history of either cerebrovascular or ischaemic heart disease. We found a positive association with increasing serum IL-6 concentration (geometric mean 1.20 (95% CI: 1.1 to 1.3, p = 0.001) per quartile increase in NO2). This was predominantly a direct relationship, with little evidence for either effect modification or mediation via post-BD-AO, or for the small subgroup who reported cardiovascular events. However, there was some evidence consistent with serum IL-6 being on the causal pathway between NO2 and cardiovascular risk. These findings raise the possibility that the interplay between air pollution and systemic inflammation may differ between post-BD airflow obstruction and cardiovascular diseases.