Recent studies have indicated that there are functional genomic signals that can be detected in blood years before cancer diagnosis. This study aimed to assess gene expression in prospective blood samples from the Norwegian Women and Cancer cohort focusing on time to lung cancer diagnosis and metastatic cancer using a nested case-control design. We employed several approaches to statistically analyze the data and the methods indicated that the case-control differences were subtle but most distinguishable in metastatic case-control pairs in the period 0-3 years prior to diagnosis. The genes of interest along with estimated blood cell populations could indicate disruption of immunological processes in blood. The genes identified from approaches focusing on alterations with time to diagnosis were distinct from those focusing on the case-control differences. Our results support that explorative analyses of prospective blood samples could indicate circulating signals of disease-related processes.