Psychological distress is a multi-factorial experience of a psychological, social, spiritual, and/or physical nature that may interfere with one's ability to cope effectively with cancer, physical symptoms and treatment. Psychological distress is common and affects the efficacy and prognosis of patients with lung cancer. The systematic anti-tumor therapy may effectively relieve psychological distress including anxiety, depression, and fatigue in patients with advanced lung cancer, the relief of the psychological distress can in turn improve the therapeutic effect. In summary, this study is to explore the associations of (dynamic) psychological stress with the efficacy and survival of anti-tumor therapy including immunotherapy and targeted therapy for advanced lung cancer patients.