Lung cancer is one of the most common neoplasms and the leading cause of cancer-related deaths worldwide. Despite recent progress in understanding the pathomechanisms of lung cancer, it is frequently associated with late diagnosis, high incidence of metastases and poor response to treatment. Thus, there is extensive research in the field of biomarkers that aims to optimize management of lung cancer. The aim of this study was to review the current perspectives of a wide spectrum of circulating molecules that seem promising as new potential biomarkers of lung cancer. Among these, biochemical (active proteins), immunological (immunocompetent cells, cytokines, chemokines, and antibodies) and genetic (circulating tumor DNA, cell-free DNA and microRNA) markers are presented and discussed. The use of these markers would support the early detection of lung cancer and might be used for predicting disease progression, response of the disease to targeted therapies, monitoring the course of treatment, and developing individualized diagnostic and therapeutic strategies. Special attention was given to potential markers of nervous system involvement in the course of lung cancer, due to its prevalence and devastating impact. Limitations of the potential biomarkers are also outlined and future directions of investigations in this field highlighted, with the aim of improving the accuracy and practical utility of these biomarkers.