Objectives This study aimed to assess the diagnostic value of human epididymal protein 4 (HE4), a potential novel biomarker for lung cancer, and its combined detection with five other conventional biomarkers in lung cancer diagnosis and subtyping. Methods In this retrospective study, 115 lung cancer patients, 50 patients with benign pulmonary disease, and 50 healthy controls were included. Serum HE4, progastrin-releasing peptide (ProGRP), squamous cell carcinoma (SCC) antigen, cytokeratin-19 fragment (CYFRA21-1), neuron-specific enolase (NSE), and carcinoembryonic antigen (CEA) were analyzed using the electrochemiluminescence immunoassay and chemiluminescence immunoassay. The receiver operating characteristic curve was performed to analyze the diagnostic efficacy of individual biomarkers in identifying both lung cancer and its histologic subtypes. Results All six biomarkers showed significantly elevated levels in the lung cancer group compared to both benign pulmonary disease and control groups ( P < 0.05). Among the biomarkers evaluated, HE4 exhibited the highest diagnostic performance for lung cancer, lung adenocarcinoma, and lung squamous cell carcinoma with area under the curve (AUC) values of 0.921, 0.891, and 0.937, respectively. ProGRP was the optimal biomarker for small cell lung cancer with an AUC of 0.973. The combination of all six biomarkers yielded the largest AUCs in the diagnosis of lung cancer subtypes (0.937 for lung adenocarcinoma, 0.998 for lung squamous cell carcinoma, and 0.985 for small cell lung cancer). Furthermore, specific combinations, such as HE4 + CEA, HE4 + SCC, and ProGRP + HE4 + NSE, showed strong diagnostic performance in lung cancer. Conclusions HE4 and its combined detection held substantial clinical significance in the diagnosis of lung cancer and its histologic subtyping, especially for lung adenocarcinoma and lung squamous cell carcinoma.