The aim of this study was to explore the relationship between lipids with different structural features and lung cancer (LC) risk and identify prospective biomarkers of LC. Univariate and multivariate analysis methods were used to screen for differential lipids, and two machine learning methods were used to define combined lipid biomarkers. A lipid score (LS) based on lipid biomarkers was calculated, and a mediation analysis was performed. A total of 605 lipid species spanning 20 individual lipid classes were identified in the plasma lipidome. Higher carbon atoms with dihydroceramide (DCER), phosphatidylethanolamine (PE), and phosphoinositols (PI) presented a significant negative correlation with LC. Point estimates revealed the inverse associated with LC for the n-3 PUFA score. Ten lipids were identified as markers with an area under the curve (AUC) value of 0.947 (95%, CI: 0.879-0.989). In this study, we summarized the potential relationship between lipid molecules with different structural features and LC risk, identified a panel of LC biomarkers, and demonstrated that the n-3 PUFA of the acyl chain of lipids was a protective factor for LC.