In this study, we identified long non-coding RNAs (lncRNAs) associated with DNA methylation in lung adenocarcinoma (LUAD) using clinical and methylation/expression data from 184 qualified LUAD tissue samples and 21 normal lung-tissue samples from The Cancer Genome Atlas (TCGA). We identified 1865 differentially expressed genes that correlated negatively with the methylation profiles of normal lung tissues, never-smoker LUAD tissues and smoker LUAD tissues, while 1079 differentially expressed lncRNAs were identified using the same criteria. These transcripts were integrated using ingenuity pathway analysis to determine significant pathways directly related to cancer, suggesting that lncRNAs play a crucial role in carcinogenesis. When comparing normal lung tissues and smoker LUAD tissues, 86 candidate genes were identified, including six lncRNAs. Of the 43 candidate genes revealed by comparing never-smoker LUAD tissues and smoker LUAD tissues, 13 were also different when compared to normal lung tissues. We then investigated the expression of these genes using the Gene Expression of Normal and Tumor Tissues (GENT) and Methylation and Expression Database of Normal and Tumor Tissues (MENT) databases. We observed an inverse correlation between the expression of 13 genes in normal lung tissues and smoker LUAD tissues, and the expression of five genes between the never-smoker and smoker LUAD tissues. These findings were further validated in clinical specimens using bisulfite sequencing, revealing that AGR2, AURKB, FOXP3, and HMGA1 displayed borderline differences in methylation. Finally, we explored the functional connections between DNA methylation, lncRNAs, and gene expression to identify possible targets that may contribute toward the pathogenesis of cigarette smoking-associated LUAD. Together, our findings suggested that differentially expressed lncRNAs and their target transcripts could serve as potential biomarkers for LUAD.