The probability distribution functions (PDFs) of the average densities of the diffuse ionized gas (DIG) and the diffuse atomic gas are close to lognormal, especially when lines of sight at vertical bar b vertical bar < 5 degrees and vertical bar b vertical bar >= 5 degrees are considered separately. Our results provide strong support for the existence of a lognormal density PDF in the diffuse ISM, consistent with a turbulent origin of density structure in the diffuse gas.