Cancers, chronic diseases and respiratory infections are major causes of mortality and present diagnostic and therapeutic challenges for health care. There is an unmet medical need for non-invasive, easy-to-use biomarkers for the early diagnosis, phenotyping, predicting and monitoring of the therapeutic responses of these disorders. Exhaled breath sampling is an attractive choice that has gained attention in recent years. Exhaled nitric oxide measurement used as a predictive biomarker of the response to anti-eosinophil therapy in severe asthma has paved the way for other exhaled breath biomarkers. Advances in laser and nanosensor technologies and spectrometry together with widespread use of algorithms and artificial intelligence have facilitated research on volatile organic compounds and artificial olfaction systems to develop new exhaled biomarkers. We aim to provide an overview of the recent advances in and challenges of exhaled biomarker measurements with an emphasis on the applicability of their measurement as a non-invasive, point-of-care diagnostic and monitoring tool.