High‐mobility group box 1 (HMGB1) shows pro‐inflammatory activity in various inflammatory diseases and has been found up‐regulated in chronic obstructive pulmonary disease (COPD). Lung macrophages play an important role in airway inflammation and lung destruction in COPD, yet whether HMGB1 is involved in cigarette smoke (CS)‐induced lung macrophage dysfunction is unknown. We sought to evaluate the intracellular localization and release of HMGB1 in lung macrophages from COPD patients and CS‐exposed mice, and to investigate the role of HMGB1 in regulating autophagy in CS extract (CSE)‐treated lung macrophages (MH‐S cells). Our results showed that HMGB1 was highly expressed in lung tissues and sera of COPD patients and CS‐exposed mice, along with predominantly cytoplasmic exporting from nuclei in lung macrophages. In vitro experiments revealed that CSE promoted the expression, nucleocytoplasmic translocation and release of HMGB1 partly via the nicotinic acetylcholine receptor (nAChR). Blockade of HMGB1 with chicken anti‐HMGB1 polyclonal antibody (anti‐HMGB1) or glycyrrhizin (Gly) attenuated the increase of LC3B‐II and Beclin1, migration and p65 phosphorylation, suggesting the involvement of HMGB1 in autophagy, migration and NF‐κB activation of lung macrophages. Hydroxychloroquine (CQ), an autophagy inhibitor, enhanced the increase of LC3B‐II but not Beclin1 in CSE or rHMGB1‐treated MH‐S cells, and inhibition of autophagy by CQ and 3‐methyladenine (3‐MA) abrogated the migration and p65 phosphorylation of CSE‐treated cells. These results indicate that CS‐induced HMGB1 translocation and release contribute to migration and NF‐κB activation through inducing autophagy in lung macrophages, providing novel evidence for HMGB1 as a potential target of intervention in COPD.