Objective To assess the prevalence of malnutrition in patients with advanced non-small cell lung cancer (NSCLC) using the Global Leadership Initiative on Malnutrition (GLIM) criteria, analyze its associated factors, and explore the adverse effects of malnutrition on advanced NSCLC patients in multiple aspects. Methods Patients with NSCLC who were hospitalized for the first time in the Department of Oncology, Shangjin Hospital, West China Hospital, Sichuan University between January and December 2021 were retrospectively selected as the study objects. Malnutrition assessment was carried out in all patients according to GLIM criteria, and the current situation and related factors of malnutrition were analyzed. The Barthel index scale was used to compare the daily activity ability between the malnourished group and the non-malnourished group, the Quality-of-Life Questionnaire-Core 30 scale was used to compare the quality of life between the two groups, and the adverse reactions of the two groups were compared by the hospital information system course records. Results According to GLIM diagnostic criteria, 134 of 285 patients (47.0%) were diagnosed with malnutrition. The results of binary multiple logistic regression analysis showed that age [60-69 vs. <60 years old: odds ratio (OR)=2.323, 95% confidence interval (CI) (1.277, 4.397); ≥70 vs. <60 years old: OR=10.816, 95%CI (4.185, 27.959)], previous medical history [OR=2.740, 95%CI (1.313, 5.717)], and albumin level [OR=0.905, 95%CI (0.848, 0.965)] were associated with malnutrition in patients with advanced NSCLC (P<0.05). The daily activity ability and quality of life in the malnourished group were significantly worse than those in the non-malnourished group (87.57±12.48 vs. 91.82±6.77, P<0.05; 76.22±11.52 vs. 83.96±9.75, P<0.05), and the incidence of adverse reactions in the malnourished group was higher than that of the non-malnourished group (50.7% vs. 31.8%, P<0.05). Conclusions The prevalence of malnutrition in patients with advanced NSCLC is high, and advanced age, previous medical history and albumin are related factors of malnutrition in patients with advanced NSCLC. Combined malnutrition may have adverse effects on mobility, quality of life and adverse effects of anti-tumor therapy in advanced NSCLC patients.