Lung cancer is one of the deadliest cancers worldwide, with the highest incidence and mortality amongst all cancers. While the prognosis of lung cancer is generally grim, with 5-year survival rates of only 15%, there is hope, and evidence, that early detection of lung cancer can reduce mortality. Today, only computed tomography screening has shown to lead to early detection and reduction in mortality, but is limited by being anatomic in nature, unable to differentiate between inflammatory and neoplastic pathways, and therefore, susceptible to false positives. There is increasing interest in biomarkers for lung cancer, especially those that predict metastatic risk. Some biomarkers like DNA mutations and epigenetic changes potentially require tissue from the at-risk site; some like serum proteins and miRNAs are minimally invasive, but may not be specific to the lung. In comparison, emerging biomarkers from exhaled breath, like volatile organic compounds (VOC), and exhaled breath condensate, e.g., small molecules and nucleic acids, have the potential to combine the best of both. This mini review is intended to provide an overview of the field, briefly discussing the potential of what is known and highlighting the exciting recent developments, particularly with miRNAs and VOCs.