Early diagnosis of lung cancer is important due to high mortality in late stages of the disease. An ideal approach for population screening could be the breath analysis, due to its non-invasiveness, simplicity and cheapness. Using sensitive methods of analysis like gas chromatography/mass spectrometry in exhaled air of cancer patients were discovered some volatile organic compounds - possible candidates for cancer markers. However, these compounds were not specific for cancer cells. At the same time, integrative approaches used to analyze the exhaled breath have demonstrated high sensitivity and specificity of this method for lung cancer diagnosis. Such integrative approaches include detection of smell prints by electronic nose or integrated analysis of wide range of volatile organic compounds detected by gas chromatography/mass spectrometry or related methods. Modern statistical pattern recognition systems like logistic regression analysis, support vector machine or analysis by artificial neuronal network may improve diagnostic accuracy.