Proton therapy is a promising but challenging treatment modality for the management of lung cancer. The technical challenges are due to respiratory motion, low dose tolerance of adjacent normal tissue and tissue density heterogeneity. Different imaging modalities are applied at various steps of lung proton therapy to provide information on target definition, target motion, proton range, patient setup and treatment outcome assessment. Imaging data is used to guide treatment design, treatment delivery, and treatment adaptation to ensure the treatment goal is achieved. This review article will summarize and compare various imaging techniques that can be used in every step of lung proton therapy to address these challenges.