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Simple Summary: Lung cancer diagnosis often requires invasive procedures due to the lack of effective early detection methods, particularly the insufficient specificity of current screening approaches. This study aimed to develop and validate epigenetic biomarkers from bronchoalveolar lavage fluid (BALF) exosome specimens capable of discriminating between lung cancer and benign lung diseases suspected of lung malignancy. Our findings indicate that combinations of epigenetic biomarkers derived from BALF exosomes can effectively support the discrimination of these clinical conditions with high specificity. Benign lung diseases are common and often do not require specific treatment, but they pose challenges in the distinguishing of them from lung cancer during low-dose computed tomography (LDCT). This study presents a comprehensive methylation analysis using real-time PCR for minimally invasive diagnoses of lung cancer via employing BALF exosome DNA. A panel of seven epigenetic biomarkers was identified, exhibiting specific methylation patterns in lung cancer BALF exosome DNA. This panel achieved an area under the curve (AUC) of 0.97, with sensitivity and specificity rates of 88.24% and 97.14%, respectively. Each biomarker showed significantly higher mean methylation levels (MMLs) in both non-small cell lung cancer (NSCLC) and small cell lung cancer (SCLC) compared to non-cancer groups, with fold changes from 1.7 to 13.36. The MMLs of the biomarkers were found to be moderately elevated with increasing patient age and smoking history, regardless of sex. A strong correlation was found between the MMLs and NSCLC stage progression, with detection sensitivities of 79% for early stages and 92% for advanced stages. In the validation cohort, the model demonstrated an AUC of 0.95, with 94% sensitivity and specificity. Sensitivity for early-stage NSCLC detection improved from 88.00% to 92.00% when smoking history was included as an additional risk factor. [ABSTRACT FROM AUTHOR]