During the past decade, volatile organic compounds (VOCs) in exhaled breath have emerged as promising biomarkers for malignant pleural mesothelioma (MPM). However, as these biomarkers lack external validation, no breath test for MPM has been implemented in clinical practice. To address this issue, we performed the first external validation of a VOC-based prediction model for MPM. The external validation cohort was prospectively recruited, consisting of 47 MPM patients and 76 asbestos-exposed (AEx) controls. The predictive performance of the previously developed model was assessed by determining the degree of agreement between the predicted and actual outcome of the participants (patient/control). Additionally, to optimise the performance, the model was updated by refitting it to the validation cohort. External validation revealed a poor performance of the original model as the accuracy was estimated at only 41%, indicating poor generalisability. However, subsequent updating of the model improved the differentiation between MPM patients and AEx controls significantly (73% accuracy, 92% sensitivity, and 92% negative predictive value), substantiating the validity of the original predictors. This updated model will be more generalisable to the target population and exhibits key characteristics of a potential screening test for MPM, which could significantly impact MPM management.