Breath analysis provides great potential as a fast and non-invasive diagnostic tool for several diseases. Straight-chain aliphatic aldehydes were repeatedly detected in the breath of patients suffering from lung diseases using a variety of methods, such as mass spectrometry, ion mobility spectrometry, or electro-chemical sensors. Several studies found increased concentrations of exhaled aldehydes in patients suffering from lung cancer, inflammatory and infectious lung diseases, and mechanical lung injury. This article reviews the origin of exhaled straight-chain aliphatic aldehydes, available detection methods, and studies that found increased aldehyde exhalation in lung diseases.