Multidimensional sleep trait, which is related to circadian rhythms closely, affects some cancers predominantly, while the relationship between sleep and lung cancer is rarely illustrated. We aimed to investigate whether sleep is causally associated with risk of lung cancer, through a two-sample Mendelian randomization study. The main analysis used publicly available GWAS summary data from two large consortia (UK Biobank and International Lung Cancer Consortium). Two-sample Mendelian randomization (MR) analysis was used to examine whether chronotype, getting up in the morning, sleep duration, nap during the day, or sleeplessness was causally associated with the risk of lung cancer. Additionally, multivariate MR analysis was also conducted to estimate the direct effects between sleep traits and lung cancer risks independent of smoking status including pack years of smoking or current tobacco smoking. There was no evidence of causal association between chronotype, getting up in the morning, or nap during the day and lung cancer. Sleeplessness was associated with higher risk of lung adenocarcinoma (odds ratio 5.75, 95% confidence intervals 2.12-15.65), while sleep duration played a protective role in lung cancer (0.46, 0.26-0.83). In multivariate MR analysis, sleeplessness and sleep duration remained to have similar results. In conclusion, we found robust evidence for effect of sleeplessness on lung adenocarcinoma risk and inconsistent evidence for a protective effect of sleep duration on lung cancer risk.