Recently, inferring gene regulatory network from large-scale gene expression data has been considered as an important effort to understand the life system in whole. In this paper, for the purpose of getting further information about lung cancer, a gene regulatory network of lung cancer is reconstructed from gene expression data. In this network, vertices represent genes and edges between any two vertices represent their co-regulatory relationships. It is found that this network has some characteristics which are shared by most cellular networks of health lives, such as power-law, small-world behaviors. On the other hand, it also presents some features which are obviously different from other networks, such as assortative mixing. In the last section of this paper, the significance of these findings in the context of biological processes of lung cancer is discussed.