Purpose The study aimed to determine the poor nutritional status, related factors, and its effect on the prognosis of patients with locally advanced and advanced stage lung cancer. Methods The study consisted of 539 patients, 412 (76.4%) of whom were non-small cell lung cancer (NSCLC), and 127 (23.6%) were small cell lung cancer (SCLC). The nutritional status of the patients was evaluated by the Controlling Nutritional Status (CONUT) and Prognostic Nutritional Index (PNI). Poor nutritional status was diagnosed with the CONUT score of >= 2 and PNI of >= the median value. The factors related to nutritional status were determined using a multivariate logistic regression model. The effect of poor nutritional status on survival was calculated by Cox regression analysis. Results The median age was 64 years (29-87). Poor nutritional status was found in 56.4% (57.8% for NSCLC and 52.0% for SCLC) and 49.2% (51.5% for NSCLC and 41.7% for SCLC) of patients according to CONUT and PNI, respectively. The factors associated with poor nutritional status according to CONUT were age, gender, KPS < 80, and BMI < 18.5 for NSCLC and KPS for SCLC. According to PNI, only KPS < 80 was associated with poor nutritional status by the multivariate logistic regression model. The median overall survival significantly decreased with poor nutritional status according to CONUT and PNI in NSCLC (p < 0.001 and p < 0.001, respectively) and in SCLC (p = 0.05 and p = 0.007, respectively). Conclusion Poor nutritional status is a common factor associated with poor prognosis in patients with locally advanced and advanced stage lung cancer. Patients should be screened for nutritional status and supported.