Background: Air pollution from road traffic has been associated to an increased risk of lung cancer. Herein, we investigated the association between lung cancer mortality and residence near Italian highways or national major roads. Methods: Information on deaths for lung cancer registered from 1990 to 2010 and stratified by age, gender, and urban or rural municipality of residence at death were obtained from the National Institute of Statistics. Distance between the centroid of the municipality of residence and closest major roadways was considered as a proxy of pollution exposure. Relative Risks (RR) and 95% confidence intervals (CI) were computed using Poisson log-linear models adjusted for age, calendar period, deprivation index, North/South gradient, and urban/rural status. Results: A gradient in risk for lung cancer mortality was seen for residents within 50 meters (m) of national major roads. In particular, in rural municipalities a statistically significant increased risk for lung cancer death was observed in both sexes (RR = 1.27 for distance <25 m vs. 500–1999 m, 95% CI 1.17–1.42, in men; RR = 1.97, 95% CI 1.64–2.39, in women). In urban municipalities, weak risks of borderline significance were documented in both sexes (RR = 1.06, 95% CI 0.99–1.15 in men; and RR = 1.09, 95% CI 0.97–1.22 in women). No statistically significant association emerged between residence within 100 to 500 m from highways and RRs of death for lung cancer. Conclusions: In Italy, residing near national major roads, in particular in rural municipalities, was related to elevated risks of death for lung cancer.