Diet quality, assessed by the Healthy Eating Index-2015 (HEI-2015), the Alternative Healthy Eating Index-2010 (AHEI-2010), the alternate Mediterranean Diet (aMED) score, the Dietary Approaches to Stop Hypertension (DASH) score, and the Dietary Inflammatory Index (DII®), was examined in relation to risk of lung cancer in the Multiethnic Cohort Study. The analysis included 179,318 African Americans, Native Hawaiians, Japanese Americans, Latinos, and Whites aged 45–75 years, with 5350 incident lung cancer cases during an average follow-up of 17.5 ± 5.4 years. In multivariable Cox models comprehensively adjusted for cigarette smoking, the hazard ratios (95% confidence intervals) for the highest vs. lowest quality group based on quintiles were as follows: 0.85 (0.77–0.93) for HEI-2015; 0.84 (0.77–0.92) for AHEI-2010; 0.83 (0.76–0.91) for aMED; 0.83 (0.73–0.91) for DASH; and 0.90 (0.82–0.99) for DII. In histological cell type-specific analyses, the inverse association was stronger for squamous cell carcinoma than for adeno-, small cell, and large cell carcinomas for all indexes. There was no indication of differences in associations by sex, race/ethnicity, and smoking status. These findings support that high-quality diets are associated with lower risk of lung cancer, especially squamous cell carcinomas, in a multiethnic population.