There are several answers for this on the internet including this one: How do I add startup applications in Lubuntu/Lxde?
However, it simply does not work. 14.04 version of LUbuntu allows to both set the path to an autostart app in GUI as well as by creating a .desktop file in ~/.config/startup folder. I tried both ways, nothing. I'm trying .py python GUI scripts to execute on startup. Some of them do, some of them don't. It's pretty random, I tried from the desktop, home folder, completely random and doesn't work with 90% of scripts. Any ideas? Pulling out my hair by now.