Accurate classification of adenocarcinoma (AC) and squamous cell carcinoma (SCC) in lung cancer is critical to physicians’ clinical decision-making. Exhaled breath analysis provides a tremendous potential approach in non-invasive diagnosis of lung cancer but was rarely reported for lung cancer subtypes classification. In this paper, we firstly proposed a combined method, integrating K-nearest neighbor classifier (KNN), borderline2-synthetic minority over-sampling technique (borderlin2-SMOTE), and feature reduction methods, to investigate the ability of exhaled breath to distinguish AC from SCC patients. The classification performance of the proposed method was compared with the results of four classification algorithms under different combinations of borderline2-SMOTE and feature reduction methods. The result indicated that the KNN classifier combining borderline2-SMOTE and feature reduction methods was the most promising method to discriminate AC from SCC patients and obtained the highest mean area under the receiver operating characteristic curve (0.63) and mean geometric mean (58.50) when compared to others classifiers. The result revealed that the combined algorithm could improve the classification performance of lung cancer subtypes in breathomics and suggested that combining non-invasive exhaled breath analysis with multivariate analysis is a promising screening method for informing treatment options and facilitating individualized treatment of lung cancer subtypes patients. © 2020, The Author(s).