The majority of lung cancer is caused by tobacco smoking, and lung cancer-relevant epigenetic markers have been identified in relation to smoking exposure. Still, smoking-related markers appear to mediate little of the effect of smoking on lung cancer. Thus in order to identify disease-relevant markers and enhance our understanding of pathways, a wide search is warranted. Through an epigenome-wide search within a case-control study (131 cases, 129 controls) nested in a Norwegian prospective cohort of women, we found 25 CpG sites associated with lung cancer. Twenty-three were classified as associated with smoking (LC-AwS), and two were classified as unassociated with smoking (LC-non-AwS), as they remained associated with lung cancer after stringent adjustment for smoking exposure using the comprehensive smoking index (CSI): cg10151248 (PC, CSI-adjusted odds ratio (OR) = 0.34 [0.23–0.52] per standard deviation change in methylation) and cg13482620 (B3GNTL1, CSI-adjusted OR = 0.33 [0.22–0.50]). Analysis among never smokers and a cohort of smoking-discordant twins confirmed the classification of the two LC-non-AwS CpG sites. Gene expression profiles demonstrated that the LC-AwS CpG sites had different enriched pathways than LC-non-AwS sites. In conclusion, using blood-derived DNA methylation and gene expression profiles from a prospective lung cancer case-control study in women, we identified 25 CpG lung cancer markers prior to diagnosis, two of which were LC-non-AwS markers and related to distinct pathways.