The role of micronutrients in lung cancer prevention is controversial, as observational and experimental studies have generated contradicting results. These discrepancies between studies may be due to different effects of micronutrients depending on source (diet or supplements). The objective of this study was to evaluate the association between vitamin C, E, folate and beta-carotene and lung cancer risk while focusing on source-specific effects of dietary and supplemental intake. The association was evaluated in a cohort of 55,557 Danes who completed a food frequency questionnaire including information on consumption of vitamin C, E, folate and beta-carotene from diet and supplements. Incidence rate ratios of lung cancer were calculated using Cox proportional hazards models. During a median follow-up of 10.6 years, 721 incident lung cancer cases were diagnosed. We found a significant protective effect of dietary vitamin E intake and a significantly higher lung cancer risk with supplemental beta-carotene and dietary folate intake. All three micronutrients exhibited significant source-specific effects. The harmful effect of dietary folate is, however, most likely to be due to uncontrolled confounding. Our results indicate source-specific effects of vitamin E and beta-carotene in lung cancer prevention with a preventive effect of dietary vitamin E and a harmful effect of supplemental beta-carotene. Future studies on micronutrients and lung cancer should take source into account.