Lung cancer is one of the most common cancers in the world. While historically, more men than women have died from lung cancer as a result of higher numbers of male smokers, the sex mortality ratio is now showing signs of narrowing. Tumors in women with lung cancer may be slightly different to those in men with lung cancer. This review focuses on biomarkers differentially expressed between female and male patients with lung cancer. There is variation in gene expression between men and women in some genes that encode carcinogen-metabolizing enzymes (CYP1A1, GSTM). Gastrin-releasing peptide (GRP), a bombesin-like peptide, is present in two actively transcribed alleles in women compared with men. Higher prevalence of infection with oncogenic variants human papilloma viruses (HPVs) HPV16 and HPV18 has been suggested in women. A higher frequency of G to T transversion was found in the p53 gene in lung tumors of women. KRAS mutation was found to be more frequent in women with resected non-small cell lung cancer (NSCLC) than in men with resected NSCLC. Epidermal growth factor receptor (EGFR) mutation is more frequently found in lung tumors from women, but the confounding effect of tobacco exposure may explain this difference. Lower levels of ERCC1 and BRCA1 have been reported in women with NSCLC. Lung tumors from women are more likely to express estrogen receptors than those from men. An in silico analysis of transcriptome datasets from lung cancer patients demonstrated that only seven genes (in at least two studies) had significantly different expression patterns in male versus female patients. All of these genes are localized on the sex chromosomes: one on chromosome X and six on chromosome Y. Many areas remain under debate and there are still significant gaps in our understanding, particularly how sex-linked factors relate to lung cancer risk, and to biological and clinical behaviors. Future research into lung cancer needs to address these gender differences more specifically.