Lung cancer mortality is strongly associated with the predominant diagnosis of late stage lesions that hampers effective therapy. Molecular biomarkers for early lung cancer detection is an unmet public health need and the lung cancer research community worldwide is putting a lot of effort to utilise major lung cancer population programmes in order to develop such molecular tools. The study of cancer epigenetics in the last decade has radically altered our views in cancer pathogenesis, providing new insights in biomarker development for risk assessment, early detection and therapeutic stratification. DNA methylation and miRNAs have rapidly emerged as potential biomarkers in body fluids showing promise to assist the clinical management of lung cancer. These new developments are exemplified in this review, demonstrating the huge potential of clinical cancer epigenetics, but also critically discussing the necessary validation steps to bring epigenetic biomarkers towards clinical implementation and the weaknesses of current biomarker studies.