Lung cancer is a leading cause of cancer death and late diagnosis is one of the most important reasons for the high mortality rate. Circulating microRNAs (miRNAs) represent stable and reproducible markers for numerous solid tumors, including lung cancer, and have been hypothesized as non-invasive diagnostic markers. Serum, plasma or whole peripheral blood can be used as starting material, and several methodological approaches have been proposed to evaluate miRNA expression. The present review provides an in depth summary of current knowledge on circulating miRNAs in different types of biological samples used as diagnostic markers of lung cancer. We also evaluate the diagnostic accuracy of each miRNA or group of miRNAs in relation to the different housekeeping miRNAs used. Finally, the limitations and potential of miRNA analysis are discussed.