Lung cancer (LC) is usually diagnosed in advanced stages and continues to be the leading cause of cancer related deaths worldwide. Cancer cachexia are frequent among patients with LC affecting up to 80% of patients with advanced stage disease, and it has been related with higher risk of complications, length of hospital stay, and worst overall survival. During cancer cachexia, both muscle and fat mass can be wasted, however, the loss of muscle mass has been associated to higher treatment related toxicity, loss of functional status, shorter progression free survival and overall survival in different types of cancer under various treatments. Hence, preservation of muscle mass and function should be an important focus of the multidisciplinary treatment of patients with LC. Pulmonary rehabilitation (PR) has been known to improve pulmonary function, reduce fatigue and improve exercise tolerance in patients with LC undergoing curative surgery. However, few studies have focused on the efficacy of PR on patients with advanced cancer undergoing palliative care with chemotherapy or targeted therapies.