The clinical implication of using serum tumor markers in patients with interstitial lung disease (ILD) is inconclusive. In this retrospective study, we analyzed the data of 1176 subjects (294 with ILDs and 882 healthy controls). Eligible patients were who had at least one or more available tumor marker results [carbohydrate antigen (CA) 19-9, CA 125, and carcinoembryonic antigen (CEA)] with no evidence of malignancies or other benign diseases that could be related to the increasing concentration of the values. The healthy controls selected from a health screening program were also screened for the presence of active cancer, and matched at a ratio of 1:3 with age and sex. The proportion of patients with abnormal values in the ILD group (121, idiopathic pulmonary fibrosis (IPF); 173, non-IPF-ILDs) was higher than in the matched control group (CEA, 21.5% vs. 5.5%; CA 19-9, 27.9% vs. 4.0%; CA 125, 36.4% vs. 2.0%). In the multivariable analysis, higher CEA levels were associated with shorter survival after adjusting for age, sex, lung function, and ILD subtypes (hazard ratio: 2.323, 95% confidence interval: 1.271–4.248, P = 0.006). In subgroup analysis, CEA remained a prognostic factor in patients with non-IPF-ILDs, but not in those with IPF.