Lung cancer is the leading cause of death due to malignancy. Although lung cancer mortality has been decreasing in recent years, it remains substantially higher than other causes of cancer death. Median survival for patients with locally advanced non-small cell lung cancer, defined as lung cancer involving regional lymph nodes, is estimated to be approximately 10 to 17 months, and median survival for patients with metastatic disease is only 6 to 9 months. In addition, patients with advanced lung cancer often experience debilitating symptoms and poor quality of life. Pain, dyspnea, and fatigue are most frequently reported and affect at least 65% of patients with advanced lung cancer. Given this burden of symptoms and high mortality, patients and their families facing a diagnosis of advanced lung cancer are in need of support. Palliative care, with its focus on addressing the emotional, physical, and spiritual sources of suffering utilizing the expertise of an interdisciplinary team, can provide this comprehensive support. This review describes the role of supportive and palliative care integrated into the treatment of patients with a diagnosis of advanced lung cancer with sections focused on the evaluation and treatment of pain and dyspnea, approaches to challenging communication tasks, and the support of caregivers who care for patients with advanced lung cancer.