The Wire star plays TV journalist Hector in the series, and his character is a heavy smoker and drinker.
West was required to puff on fake cigarettes while filming the scenes, but they left him feeling ill.
He tells Britain's The Sun, "The cigarettes we used were absolutely horrible. I'd much rather die of cancer than smoke them.
"We were constantly puffing and I got this lung complaint, which in 20 or so years will make an interesting court case!"