Lung cancer is one of the most common cancers worldwide and the leading cause of death. Early screening of lung cancer is exceptionally essential for later treatment. Abnormal lung cancer tumor markers are validated to assess their diagnostic utility in non-small cell lung cancer (NSCLC) patients. Therefore, tumor markers can be identified in the early stage of lung cancer through biosensor technology and timely diagnosis. This review discusses cutting-edge methods for detecting various types of lung cancer tumor markers using multiple biosensors. The biosensors working at the molecular level are mainly introduced, which can be divided into three categories according to the types of markers: DNA biosensors, RNA biosensors, and protein biosensors. This review focuses on critical electrochemical methods such as electrochemical impedance spectroscopy (EIS), field-effect transistors (FET), cyclic voltammetry (CV), necessary optical sensors such as surface enhancement Raman spectroscopy (SERS), surface-plasmon resonance (SPR), fluorescence methods, and some novel sensing platforms such as biological nanopore and solid-state nanopore sensors and these sensors detect lung cancer tumor markers, such as microRNA (miRNA), DNA mutations (EGFR, KRAS and p53), DNA methylation, circulating tumor DNA (ctDNA), cytokeratin fragment 21-1 (CYFRA21-1), carcinoembryonic antigen (CEA), matrix metallopeptidase 9 (MMP-9), and vascular endothelial growth factor (VEGF). The advantages and disadvantages of different methods are summarized and prospected on this basis, which provides important insights for developing pioneering optoelectronic biosensors for the early diagnosis of lung cancer.