According to the World Health Organization (WHO), 1.37 million people died of lung cancer all around the world in 2008, occupying the first place in all cancer-related deaths. However, this number might be decreased if patients were detected earlier and treated appropriately. Unfortunately, traditional imaging techniques are not sufficiently satisfactory for early detection of lung cancer because of limitations. As one alternative, breath volatile organic compounds (VOCs) may reflect the biochemical status of the body and provide clues to some diseases including lung cancer at early stage. Early detection of lung cancer based on breath analysis is becoming more and more valued because it is non-invasive, sensitive, inexpensive and simple. In this review article, we analyze the limitations of traditional imaging techniques in the early detection of lung cancer, illustrate possible mechanisms of the production of VOCs in cancerous cells, present evidence that supports the detection of such disease using breath analysis, and summarize the advances in the study of E-noses based on gas sensitive sensors. In conclusion, the analysis of breath VOCs is a better choice for the early detection of lung cancer compared to imaging techniques. We recommend a more comprehensive technique that integrates the analysis of VOCs and non-VOCs in breath. In addition, VOCs in urine may also be a trend in research on the early detection of lung cancer.