While there is strong evidence for the association between household air pollution and lung cancer among non-smoking women, the association between domestic incense use and lung cancer risk has been inconsistent. We conducted a systematic review of PubMed articles authored between 1969 and August 25, 2015 before performing a manual review of each study, and found a total of seven published studies on this topic. Most of the studies are case-control in design and did not further stratify by sex and smoking status. Of the seven studies, three reported positive associations, three reported null associations and one study found a negative association between incense use and lung cancer. Only one study reported estimates for non-smoking women. Future studies should be larger in sample size, stratify by both sex and smoking status in their analyses, and collect more detailed information on incense use in order to facilitate the understanding of the association between domestic incense use and lung cancer risk among non-smoking women in Asia.