The high incidence of lung cancer in Xuanwei County, China has been attributed to exposure to indoor smoky coal emissions that contain polycyclic aromatic hydrocarbons (PAHs). The inflammatory response induced by coal smoke components may promote lung tumor development. We studied the association between single nucleotide polymorphisms (SNPs) in genes involved in innate immunity and lung cancer risk in a population-based case-control study (122 cases and 122 controls) in Xuanwei. A total of 1,360 tag SNPs in 149 gene regions were included in the analysis. FCER2 rs7249320 was the most significant SNP (OR: 0.30; 95% CI: 0.16-0.55; P: 0.0001; false discovery rate value, 0.13) for variant carriers. The gene regions ALOX12B/ALOX15B and KLK2 were associated with increased lung cancer risk globally (false discovery rate value <0.15). In addition, there were positive interactions between KLK15 rs3745523 and smoky coal use (OR: 9.40; P-interaction = 0.07) and between FCER2 rs7249320 and KLK2 rs2739476 (OR: 10.77; P-interaction = 0.003). Our results suggest that genetic polymorphisms in innate immunity genes may play a role in the genesis of lung cancer caused by PAH-containing coal smoke. Integrin/receptor and complement pathways as well as IgE regulation are particularly noteworthy.