Neuroendocrine tumors (NETs) belong to a heterogeneous family of rare tumors with very broad and complex clinical behavior. Due to their heterogeneity, the lack of specific symptoms and the absence of sensitive methods for early detection, patients are usually diagnosed when the disease is in an advanced state for which curative treatments are scarce. In most cases, these few treatments try to prolong the survival of patients, maintaining the quality of life. The identification of biomarkers could help to improve early diagnosis and to choose the most suitable therapeutic strategy. This paper provides a review of the current histopathological diagnostic approaches for lung NET subtypes, including the predictive and prognostic factors, to help in the early diagnosis of this disease.