Proteomic techniques are currently used to understand the biology of different human diseases, including studies of the cell signaling pathways implicated in cancer progression, which is important in knowing the roles of different proteins in tumor development. Due to its poor prognosis, proteomic approaches are focused on the identification of new biomarkers for the early diagnosis, prognosis, and targeted treatment of lung cancer. Cytokines are proteins involved in inflammatory processes and have been proposed as lung cancer biomarkers and therapeutic targets because it has been reported that some cytokines play important roles in tumor development, invasion, and metastasis. In this review, we aim to summarize the different proteomic techniques used to discover new lung cancer biomarkers and therapeutic targets. Several cytokines have been identified as important players in lung cancer using these techniques. We underline the most important cytokines that are useful as biomarkers and therapeutic targets. We also summarize some of the therapeutic strategies targeted for these cytokines in lung cancer.