The Luminous Blue Variable (LBV) phase represents a short yet intriguing period in the life of some massive stars. LBV stars exhibit the highest mass-loss rates, expelling several solar masses into the surrounding interstellar medium by means of steady, dense winds, and occasional eruptive events. These processes end up forming large and heterogeneous circumstellar nebulae, like the well known Homunculus Nebula around Eta Car. Through optical, infrared and radio continuum observations, the study of these structures has provided critical insights into the evolution of LBV stars, allowing for an accurate reconstruction of their mass loss record. Still, this vision is biased towards the dust and ionized gas content of the nebulae, and many questions about the mass loss mechanisms and the actual evolutionary role of the LBV phase remain unanswered. For many years, the existence of a molecular component associated with LBV nebulae has been somewhat overlooked, as the environment of these stars was considered too hostile for the survival of molecules. However, some recent spectroscopy works at (sub) millimetre wavelengths have proven that, under the right circumstances, substantial amounts of molecular gas can arise and survive for several 10^3-10^4 years in the outskirts of LBV stars, allowing for their study from a complementary perspective. In this talk, I will present the most remarkable findings of a campaign toward a sample of LBV stars, combining molecular spectroscopy and continuum observations at (sub) millimetre wavelengths to shed new light on the interplay between these puzzling stars and their surroundings.