This study set out to establish a lung cancer diagnosis and prediction model uses conventional laboratory indicators combined with tumor markers, so as to help early screening and auxiliary diagnosis of lung cancer through a convenient, fast, and cheap way, and improve the early diagnosis rate of lung cancer. A total of 221 patients with lung cancer, 100 patients with benign pulmonary diseases, and 184 healthy subjects were retrospectively studied. General clinical data, the results of conventional laboratory indicators, and tumor markers were collected. Statistical Product and Service Solutions 26.0 was used for data analysis. The diagnosis and prediction model of lung cancer was established by artificial neural network – multilayer perceptron. After correlation and difference analysis, five comparison groups (lung cancer-benign lung disease group, lung cancer-health group, benign lung disease-health group, early-stage lung cancer-benign lung disease group, and early-stage lung cancer-health group) obtained 5, 28, 25, 16, and 25 valuable indicators for predicting lung cancer or benign lung disease, and then established five diagnostic prediction models, respectively. The area under the curve (AUC) of each combined diagnostic prediction model (0.848, 0.989, 0.949, 0.841, and 0.976) was higher than that of the diagnostic prediction model established only using tumor markers (0.799, 0.941, 0.830, 0.661, and 0.850), and the difference in the lung cancer-health group, the benign lung disease-health group, the early-stage lung cancer-benign lung disease group, and early-stage lung cancer-health group was statistically significant ( P < 0.05). The artificial neural network–based diagnostic models for lung cancer combining conventional indicators with tumor markers have high performance and clinical significance in assisting the diagnosis of early lung cancer.