A one SD increase in albumin was significantly and negatively associated with lung cancer risk only among ever-smokers (HR: 0.878, 95% CI: 0.807–0.955, p = 0.0024), and this association remained significant in the overall male population (HR: 0.893, 95% CI: 0.825–0.968, p = 0.0059). This evidence concerns the gene ALB and lung cancer.