Lung cancer is one of the most common malignant tumours worldwide and its high mortality rate makes it a leading cause of cancer-related deaths. To address this daunting challenge, we need a comprehensive understanding of the pathogenesis and progression of lung cancer in order to adopt more effective therapeutic strategies. In this regard, integrating multi-omics data of the lung provides a highly promising avenue. Multi-omics approaches such as genomics, transcriptomics, proteomics, and metabolomics have become key tools in the study of lung cancer. The application of these methods not only helps to resolve the immunotherapeutic mechanisms of lung cancer, but also provides a theoretical basis for the development of personalised treatment plans. By integrating multi-omics, we have gained a more comprehensive understanding of the process of lung cancer development and progression, and discovered potential immunotherapy targets. This review summarises the studies on multi-omics and immunology in lung cancer, and explores the application of these studies in early diagnosis, treatment selection and prognostic assessment of lung cancer, with the aim of providing more personalised and effective treatment options for lung cancer patients.