Objectives: Lung cancer (LC) is often accompanied by significant methylation abnormalities. This study aimed to develop a decision tree (DT) accompanied the stature homeobox 2 gene (SHOX2) / prostaglandin E receptor 4 (PTGER4) gene DNA methylation with traditional tumor marker in the differential diagnosis of benign and malignant lung nodule. Methods: We performed a study with 104 patients enrolled in the LC group and 36 patients in the benign lung diseases group. All the clinical data of these patients were collected through electronic medical record. Total Methylation (TM) status of both SHOX2 and PTGER4 was defined as methylation levels of SHOX2 plus methylation levels of PTGER4. One-way analysis was used to compare the concentrations of serum samples and t-test was used to compare pairwise mean values between groups. Receiver operating curve (ROC) was used to evaluate the diagnostic value. Furthermore, the strategy was validated in 19 LC patients and 11 patients with benign lung diseases. Results: There were significant differences between the concentration of neuron-specific enolase (NSE), carcinoembryonic antigen (CEA), cytokeratin 19 fragments (CYFRA21 -1) and the methylation levels of SHOX2, PTGER4 and TM in lung benign diseases and cancer group. The AUCs of NSE, CEA, CYFRA21 -1, Methylation SHOX2, Methylation PTGER4 and TM were 0.721 (95% CI: 0.627–0.816), 0.753 (95% CI: 0.673–0.833) and 0.778(95% CI: 0.700–0.856), 0.851(0.786-0.916), 0.847(0.780-0.913) and 0.861(0.800-0.922) respectively. We developed a DT model with TM and CYFRA21 -1 used in this study, and the area under the curve (AUC) of DT was 0.921 and the sensitivity up to 0.856. In the validation cohort, the AUC of SHOX2, PTGER4 and TM was also much higher than traditional serum markers. Conclusions: Our results indicated that the DT model calculated from the TM and CYFRA21 -1 can accurately classify LC and benign diseases, which showed better diagnostic performance than traditional serum parameter.