Nutrition impact symptoms (NIS) in head and neck cancer are well-studied and are found to be heavy contributors of poor outcome. However, the prevalence and role of NIS in other cancer are less addressed. In this study, we investigated the incidence and prognostic role of NIS in patients with lung cancer. NIS, evaluated by patient-generated subjective global assessment (PG-SGA) in a multicenter real-world prospective study, included loss of appetite, nausea, vomiting, mouth ulcer, constipation, diarrhea, dry mouth, taste change, altered smell, dysphagia, early satiety, and pain. The endpoints were the patients' overall survival (OS) and quality of life (QoL). The COX analysis was used to investigate the relationship between NIS and OS. Interaction analysis and mediation analysis were performed to determine the modifiers and mediator. 3634 patients with lung cancer were enrolled in this study, of which 1533 patients had NIS. During the average follow-up of 22.65 months, 1875 deaths occurred. The OS of patients with lung cancer with NIS was lower than that of patients without NIS. NIS (HR, 1.181, 95% CI, 1.073-1.748), loss of appetite (HR, 1.266, 95% CI, 1.137-1.409), vomiting (HR, 1.282, 95% CI, 1.053-1.561), and dysphagia (HR, 1.401, 95% CI, 1.079-1.819) were independent prognostic factors in patients with lung cancer. There were interactions between chemotherapy and primary tumor on NIS . In the relationship between different types of NIS (NIS, loss of appetite, vomiting, dysphagia) and prognosis, the mediating effects of inflammation accounted for 15.76%, 16.49%, 26.32%, and 18.13%, respectively. Meanwhile, these three NIS were closely associated with the occurrence of severe malnutrition and cancer cachexia. 42% patients with lung cancer experienced different types of NIS. NIS were independent indicators of malnutrition, cancer cachexia and shorter OS, and closely related to QoL. NIS management is of clinical significance.