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Chronic obstructive pulmonary disease (COPD) is a devastating lung disease for which cigarette smoking is the main risk factor. Acetaldehyde, acrolein, and formaldehyde are short-chain aldehydes known to be formed during pyrolysis and combustion of tobacco and have been linked to respiratory toxicity. Mitochondrial dysfunction is suggested to be mechanistically and causally involved in the pathogenesis of smoking-associated lung diseases such as COPD. Cigarette smoke (CS) has been shown to impair the molecular regulation of mitochondrial metabolism and content in epithelial cells of the airways and lungs. Although it is unknown which specific chemicals present in CS are responsible for this, it has been suggested that aldehydes may be involved. Therefore, it has been proposed by the World Health Organization to regulate aldehydes in commercially-available cigarettes. In this review, we comprehensively describe and discuss the impact of acetaldehyde, acrolein, and formaldehyde on mitochondrial function and content and the molecular pathways controlling this (biogenesis versus mitophagy) in epithelial cells of the airways and lungs. In addition, potential therapeutic applications targeting (aldehyde-induced) mitochondrial dysfunction, as well as regulatory implications, and the necessary required future studies to provide scientific support for this regulation, have been covered in this review.