Chinese women have the highest rate of lung cancer among female never-smokers in the world, and the etiology is poorly understood. To assess the association between metabolomics and lung cancer risk among never-smoking women. This nested case-control study included 275 never-smoking female patients with lung cancer and 289 never-smoking cancer-free control participants from the prospective Shanghai Women's Health Study recruited from December 28, 1996, to May 23, 2000. Validated food frequency questionnaires were used for the collection of dietary information. Metabolomic analysis was conducted from November 13, 2015, to January 6, 2016. Data analysis was conducted from January 6, 2016, to November 29, 2018. Untargeted ultra-high-performance liquid chromatography-tandem mass spectrometry and nuclear magnetic resonance metabolomic profiles were characterized using prediagnosis urine samples. A total of 39 416 metabolites were measured. Incident lung cancer. Among the 564 women, those who developed lung cancer (275 participants; median [interquartile range] age, 61.0 [52-65] years) and those who did not develop lung cancer (289 participants; median [interquartile range] age, 62.0 [53-66] years) at follow-up (median [interquartile range] follow-up, 10.9 [9.0-11.7] years) were similar in terms of their secondhand smoke exposure, history of respiratory diseases, and body mass index. A peak metabolite, identified as 5-methyl-2-furoic acid, was significantly associated with lower lung cancer risk (odds ratio, 0.57 [95% CI, 0.46-0.72]; P < .001; false discovery rate = 0.039). Furthermore, this peak was weakly correlated with self-reported dietary soy intake (ρ = 0.21; P < .001). Increasing tertiles of this metabolite were associated with lower lung cancer risk (in comparison with first tertile, odds ratio for second tertile, 0.52 [95% CI, 0.34-0.80]; and odds ratio for third tertile, 0.46 [95% CI, 0.30-0.70]), and the association was consistent across different histological subtypes and follow-up times. Additionally, metabolic pathway analysis found several systemic biological alterations that were associated with lung cancer risk, including 1-carbon metabolism, nucleotide metabolism, oxidative stress, and inflammation. This prospective study of the untargeted urinary metabolome and lung cancer among never-smoking women in China provides support for the hypothesis that soy-based metabolites are associated with lower lung cancer risk in never-smoking women and suggests that biological processes linked to air pollution may be associated with higher lung cancer risk in this population.