Chronic Obstructive Pulmonary Disease (COPD) is a chronic inflammatory lung condition that causes airflow obstruction. The existing methods can only detect patients who already have COPD based on obvious features shown in the spirogram (In this article, the spirogram specifically involves measuring Volume-Flow curve time series). Early prediction of COPD risk is vital for monitoring COPD disease progression, slowing it down, or even preventing its onset. However, these methods fail to early predict an individual's probability of COPD in the future based on subtle features in the spirogram. To address this gap, for the first time, we propose DeepSpiro, a method based on deep learning for early prediction of future COPD risk. DeepSpiro consists of four parts. First, we construct Volume-Flow curves guided by Time-Volume instability smoothing (SpiroSmoother) to enhance the stability of the original Volume-Flow curves precisely. Second, we extract critical features from the evolution of varied-length key patches (SpiroEncoder) to capture the key temporal evolution from original high-dimensional dynamic sequences to a unified low-dimensional temporal representation. Third, we explain the model based on temporal attention and heterogeneous feature fusion (SpiroExplainer), which integrates information from heterogeneous data such as spirogram and demographic information. Fourth, we predict the risk of COPD based on the evolution of key patch concavity (SpiroPredictor), enabling accurate prediction of the risk of disease in high-risk patients who are not yet diagnosed, for up to 1, 2, 3, 4, 5 years, and beyond. We conduct experiments on the UK Biobank dataset. Results show that DeepSpiro achieves an AUC value of 0.8328 in the task of detecting COPD. In early prediction tasks, high-risk and low-risk groups show significant differences in the future, with a p-value of <0.001.