Rates of the disease among women have risen by 28% in the last 25 years in Scotland while they have dropped by 41% among men, according to figures from Information Services Division Scotland.
A team of celebrities who rely on their lungs for their profession are campaigning to raise awareness about lung cancer.
They are urging people to be more conscious of any changes to their breathing, cough and chest, and to visit their GP as soon as they can with any concerns.
Dr Grainger said: "A couple of years ago, the mother of a very good friend of mine was diagnosed with lung cancer and sadly passed away.
"It was understandably a very difficult time for the whole family. We all wish more could have been done earlier but the diagnosis came too late.
"The good news is that people do survive lung cancer and there have been huge advances in treatment that can help to extend or improve quality of life.
"Lung cancer is Scotland's most common cancer but one of the main reasons death rates are still so high is because lung cancer is not being detected early enough.
"Please get any concerns checked as soon as possible and give yourself and your family the best chance."
Mrs Murray also urged people to go to the doctor if they have any concerns about their lungs.
She said: "While it's scary to hear that lung cancer is Scotland's most common cancer, the disease is no longer a death sentence. When it's detected at an early stage, lung cancer can be treated.
"There have been huge advances in treatment that can help to extend life and improve the quality of it. If you have any worries about your lungs, breathing or chest, please see your GP at the earliest opportunity."
Other celebrities backing the campaign include former X Factor and The Voice coach Yvie Burnett, racing driver Susie Wolff, television presenter Jenni Falconer, Olympic athlete Eilidh Child, Deacon Blue singer Lorraine McIntosh, and singer-songwriters Eddi Reader and Nina Nesbitt.
Health Secretary Alex Neil said: "I am delighted that these inspirational women are backing our Detect Cancer Early programme and asking more women to make what could be a life-saving appointment with their doctor.
"While lung cancer is the most common cancer in Scotland it is much more treatable than it used to be. The earlier it is detected the easier it is to treat and the better the chance of a successful outcome."