Lung cancer is one of the most aggressive and deadliest health threats. There has been an increasing interest in non-coding RNA (ncRNA) recently, especially in the areas of carcinogenesis and tumour progression. However, ncRNA-directed therapies are still encountering obstacles on their way to the clinic. In the present article, we provide an overview on the potential of targeting ncRNA in the treatment of lung cancer. Then, we discuss the delivery challenges and recent approaches enabling the delivery of ncRNA-directed therapies to the lung cancer cells, where we illuminate some advanced technologies including chemically-modified oligonucleotides, nuclear targeting, and three-dimensional in vitro models. Furthermore, advanced non-viral delivery systems recruiting nanoparticles, biomimetic delivery systems, and extracellular vesicles are also highlighted. Lastly, the challenges limiting the clinical trials on the therapeutic targeting of ncRNAs in lung cancer and future directions to tackle them are explored.