A certain number of non-small cell lung cancer (NSCLC) transform into small cell lung cancer (SCLC) during treatment, presenting a poorer prognosis compared to the original tumor. However, the causal association between NSCLC and SCLC remains uncertain. We utilized Mendelian randomization (MR) and colocalization analysis to investigate potential causal relationships between NSCLC and SCLC. Additionally, we employed mediation analysis to assess the mediating effect of immune cells on the causal relationship between squamous cell carcinoma (LUSC) and SCLC. Summary data on lung cancer subtypes and immune cells were obtained from comprehensive genetic databases FinnGen, TRICL and GWAS catalog. Our findings suggest a strong causal relationship between NSCLC and SCLC (OR = 2.20, 95% CI = 1.32–3.69, P-value < .01), specifically between LUSC and SCLC (OR = 1.98, 95% CI = 1.23–3.19, P-value < .01). Mediation analysis showed that LUSC had a causal effect on 26 subsets of immune cells, while CD25 on IgD− CD38− B cell had a reverse causal relationship with SCLC (OR = 0.732, 95% CI = 0.602–0.891, P = .002). Colocalization and annotation analysis highlighted BRCA2, CYP2A6, and CHRNA3 as shared causal genes of LUSC on SCLC. This genetic association study provided evidence of a causal relationship between NSCLC (specifically LUSC) and SCLC, emphasizing the importance of genetic factors and the need for routine genetic profiling in clinical practice, while also highlighting the necessity for further research to understand the underlying mechanisms for developing more effective therapies.