Lung cancer represents a heterogeneous group of malignant neoplasms, among which two main forms can be distinguished — the non-small-cell and the small-cell lung cancer. These subtypes significantly differ by the histological, the molecular-genetic and the clinical characteristics, which defines the necessity of precise differential diagnostics for selecting the optimal treatment tactics. The review highlights the modern methods of diagnostics for the non-small-cell and the small-cell lung cancer, including the instrumental diagnostics, the histological and immunohistochemical examinations. Special attention was paid to the pros and cons of the promising non- and minimally invasive approaches, such as the analysis of circulating tumor cells, of the extracellular DNA, of the miRNA, of the marker proteins, of the volatile organic compounds and of the modern medical visualization (radiomics). Despite the significant progress in developing new diagnostic approaches, the problems remain that are related to the heterogeneity of tumors, the limited accessibility of the materials of small-cell lung cancer and the necessity of standardizing the new methods. The promising direction seems to the integration of multimodal approaches, combining the fluid biopsy, radiomics and the algorithms of machine learning, which can increase the precision of diagnostics and optimize the personalized treatment of the patients with various subtypes of lung cancer.