Early diagnosis of malignant pleural mesothelioma (MPM) is a challenge for clinicians. The disease is usually detected in an advanced stage which precludes curative treatment. We assume that only new and non-invasive biomarkers allowing earlier detection will result in better patient management and outcome. Many efforts have already been made to find suitable biomarkers in blood and pleural effusions, but have not yet resulted in a valid and reproducible diagnostic one. In this review, we will highlight the strengths and shortcomings of blood and fluid based biomarkers and highlight the potential of breath analysis as a non-invasive screening tool for MPM. This method seems very promising in the early detection of diverse malignancies, because exhaled breath contains valuable information on cell and tissue metabolism. Research that focuses on breath biomarkers in MPM is in its early days, but the few studies that have been performed show promising results. We believe a breathomics-based biomarker approach should be further explored to improve the follow-up and management of asbestos exposed individuals.