Malignant pleural mesothelioma (MPM) is a rare neoplasm related to asbestos exposure and with high mortality rate. The management of patients with MPM is complex and controversial, particularly with regard to early diagnosis. In the last few years, breath analysis has been greatly implemented with this aim. In this review the strengths of breath analysis and preliminary results in searching breath biomarkers of MPM are highlighted and discussed, respectively. Through a systematic electronic literature search, collecting papers published from 2000 until December 2018, fifteen relevant scientific papers were selected. All papers considered were prospective, comparative, observational case–control studies although every single one pilot and based on a relatively small number of samples. The identification of diagnostic VOCs pattern, through breath sample characterization and the statistical data treatment, allows to obtain a strategic information for clinical diagnostics. To date the collected data provide just preliminary information and, despite the promising results and diagnostic accuracy, conclusions cannot be generalized due to the limited number of individuals included in each cohort study. Furthermore none of studies was externally validated, although validation process is a necessary step towards clinical implementation. Breathomics-based biomarker approach should be further explored to confirm and validate preliminary findings and to evaluate its potential role in monitoring the therapeutic response.