Lung cancer is the leading cause of cancer-related deaths worldwide, and the 5-year survival rate is still very poor due to the scarcity of effective tools for early detection. The discovery of highly sensitive and specific biomarkers highlighting pathological changes early enough to allow clinical intervention is therefore of great importance. In the last decade, epigenetics and particularly research on DNA methylation have provided important information towards a better understanding of lung cancer pathogenesis. Novel and promising molecular biomarkers for diagnosis and prognosis of lung cancer are continuously emerging in this area, requiring further evaluation. This process includes extensive validation in prospective clinical trials before they can be routinely used in a clinical setting. This review summarizes the evidence on epigenetic biomarkers for lung cancer, focusing on DNA methylation.