To explore the dyadic relationships between perceived social support, illness uncertainty, anxiety, and depression among lung cancer patients and their family caregivers. To examine the potential mediating role of illness uncertainty and the moderating role of disease stage in lung cancer patient-caregiver dyads. A total of 308 pairs of lung cancer patients and their family caregivers from a tertiary hospital in Wuxi, China, from January 2022 to June 2022 were included. Participants' perceived social support, illness uncertainty, anxiety, and depression were assessed by corresponding questionnaires. To test for dyadic relationships between the variables, we employed the actor-partner interdependence mediation model. There were actor and partner effects of both patient and caregiver perceived social support on anxiety and depression, and illness uncertainty mediated the effect of perceived social support on anxiety and depression. Lung cancer stage plays a moderating role in lung cancer patient-caregiver dyads. There is an indirect positive partner effect of perceived social support from family caregivers on anxiety and depression in patients with early lung cancer; there is a direct or indirect negative partner effect of social support from family caregivers on anxiety and depression in patients with advanced lung cancer. This study confirmed the dyadic interdependence between perceived social support, illness uncertainty, anxiety, and depression among lung cancer patients and family caregivers. Furthermore, studies on differences between different lung cancer stages may provide a theoretical basis for different dyadic supportive interventions based on lung cancer stages.