Lung cancer has a high mortality rate largely due to late-stage diagnosis. Detecting protein and genetic biomarkers through electrochemical immunosensors enables non-invasive early diagnosis. This review discusses recent advances in electrochemical immunosensors for detecting clinically relevant lung cancer biomarkers. The use of nanomaterials like graphene, carbon nanotubes, metal nanoparticles, and conducting polymers in sensor fabrication improves electron transfer kinetics, enhances signal transduction, and allows higher antibody loading. Smart surface immobilization strategies optimize antibody orientation and binding capacity. Amplification approaches utilizing nanomaterials, enzymes, polymers, dendrimers, and DNA nanostructures are applied to enhance output signal per binding event. Various electroanalytical techniques including amperometry, potentiometry, impedance spectroscopy, and voltammetry are employed for quantitative monitoring. Recent immunosensors showcase low detection limits and wide linear ranges for measurement of major biomarkers like carcinoembryonic antigen, neuron specific enolase, and cytokeratin fragment 21-1. Emerging biomarkers such as microRNAs and circulating tumor cells have also been targeted. However, reproducibility, selectivity, multiplexing, and integration with point-of-care platforms need improvement for widespread clinical translation. Overall, electrochemical immunosensors hold immense potential for sensitive, affordable lung cancer diagnosis if ongoing efforts can address current limitations.