(1) Background: Despite previous studies linking inflammatory cytokines to lung adenocarcinoma (LUAD), their causal mechanisms remain unclear. This study aims to explore the causal relationship between inflammatory cytokines and LUAD to fill this knowledge gap. (2) Methods: This study employs a comprehensive approach, integrating Mendelian randomization (MR) analysis, single-cell RNA sequencing (scRNA-seq), and transcriptomic sequencing (RNA-seq) data to investigate the relationship between inflammatory cytokines and LUAD. (3) Results: In forward MR analysis, elevated levels of hepatocyte growth factor (HGF), interleukin-1 receptor antagonist (IL-1RA), IL-5, monocyte chemoattractant protein-3, and monokine induced by interferon-γ were causally associated with an increased risk of LUAD. In reverse MR analysis, LUAD exhibited a positive causal relationship with the levels of regulated upon activation normal T cell expressed and secreted factor (RANTES) and stromal cell-derived factor-1α. The scRNA-seq data further identified specific cell populations that may influence LUAD onset and progression through the expression of particular inflammatory genes and intercellular communication. RNA-seq data analysis highlighted the role of the HGF gene in LUAD diagnosis, demonstrating its strong correlation with patient prognosis and immune cell infiltration within the tumor microenvironment. (4) Conclusions: The findings reveal a causal relationship between inflammatory cytokines and LUAD, with HGF emerging as a potential biomarker of significant clinical relevance. This study provides new insights into the molecular mechanisms underlying LUAD and lays the foundation for future therapeutic strategies.