Combine yogurt, cumin, lemon juice, garlic and cilantro in a small bowl. Place chicken breasts in a glass baking dish or in a resealable plastic bag. Spoon yogurt mixture over the chicken and coat. Cover dish, or seal bag, and marinate in the refrigerator for 4 hours.
Place in a baking dish, spoon some of the yogurt mix over it. Bake chicken at 400F until it reaches 160F internal temp.