Lung cancer is one of the deadliest cancers worldwide, with a high incidence rate, especially in tobacco smokers. Lung cancer accurate diagnosis is based on distinct histological patterns combined with molecular data for personalized treatment. Precise lung cancer classification from a single H&E slide can be challenging for a pathologist, requiring most of the time additional histochemical and special immunohistochemical stains for the final pathology report. According to WHO, small biopsy and cytology specimens are the available materials for about 70% of lung cancer patients with advanced-stage unresectable disease. Thus, the limited available diagnostic material necessitates its optimal management and processing for the completion of diagnosis and predictive testing according to the published guidelines. During the new era of Digital Pathology, Deep Learning offers the potential for lung cancer interpretation to assist pathologists’ routine practice. Herein, we systematically review the current Artificial Intelligence-based approaches using histological and cytological images of lung cancer. Most of the published literature centered on the distinction between lung adenocarcinoma, lung squamous cell carcinoma, and small cell lung carcinoma, reflecting the realistic pathologist’s routine. Furthermore, several studies developed algorithms for lung adenocarcinoma predominant architectural pattern determination, prognosis prediction, mutational status characterization, and PD-L1 expression status estimation.