Lung cancer is the leading cause of death worldwide and has a significant impact on public health across society. Among all types of cancer, lung cancer is typically silent and it is commonly diagnosed at a later stage where treatment is rarely achievable. There is an urgent need for the development of the early diagnosis of lung cancer for an improved survival rate. Preliminary research shows that lung cancer is accompanied by increased oxidative stress which generates volatile organic compounds (VOCs). Hence, breath analysis offers the most promising solution for the early diagnosis of lung cancer as it is noninvasive and radiation free. Potential VOCs biomarkers in exhaled breath associated with oxidative stress and lipid peroxidation have been discussed to provide a quick approach to the diagnosis of lung cancer. Although gas chromatography-mass spectroscopy (GC-MS) able to analyze the VOCs biomarker, it is bulky, high cost, required expertise to handle and consumes a lot of time. Hence, the sensor-based technique provides the solution to overcome the limitation. Recently, acoustic wave sensors such as quartz crystal microbalance (QCM) and surface acoustic wave sensors (SAW) have been used to identify the presence of VOCs in various applications. This is due to its high selectivity, good reproducibility, and fast response sensing materials. The selection of vapour sensing materials plays a crucial role in developing a highly sensitive and selective and fast response acoustic wave sensors. For this purpose, various types of sensing layers from metal oxides, polymers, biopolymers and composites have been studied. We present a critical review of advanced vapour sensing materials that are primarily used in acoustic wave sensors in identifying the presence of various VOCs. Criteria to evaluate the performance of the acoustic wave sensors such as resonance frequency and sensitivity are also discussed.