Malignant pleural mesothelioma (MPM) is an aggressive tumor linked to asbestos exposure. Although the risk factors for MPM are well-known, the majority of MPM patients are diagnosed at an advanced stage and have a very poor prognosis. Circulating biomarkers for early diagnosis remain to be identified, and the current standard for MPM diagnosis relies on pleural biopsies. Robust non-invasive tests for the screening of asbestos-exposed subjects are therefore an important unmet clinical need. This review provides a critical summary of recent liquid biopsy-based studies aimed at discovering novel blood-based circulating biomarkers for the early diagnosis and prognostic stratification of MPM patients.