Studies on the diurnal sleep-wake rhythm of patients with lung cancer have mostly examined patients cross-sectionally, whereas the effects of lung cancer treatment over time have rarely been considered. Through long-term longitudinal tracking of patients with lung cancer, this study examined changes in their sleep-wake rhythm, sleep quality, anxiety, depressive symptoms, fatigue and quality of life (QoL) at various treatment stages. In addition, factors affecting their QoL were explored. Hierarchical linear modeling was adopted to analyze a convenience sample of 82 patients with lung cancer. The changes in their sleep-wake rhythm, sleep, mood (anxiety, depressive symptoms and fatigue) and QoL were observed at five time points: prior to treatment and at weeks 6, 12, 24 and 48 after the start of the treatment. The effects of sex, age, cancer stage, treatment type, comorbidities and time were controlled to determine the predictors of patients' QoL. The results showed that patients' sleep-wake rhythms were poor before treatments. Compared with baseline, the sleep-wake rhythms of the patients significantly improved at week 48, and anxiety significantly improved at weeks 6, 12, 24 and 48. By contrast, their fatigue became exacerbated at weeks 8 and 48. Moreover, QoL improved significantly from week 6 until the end of the treatment period. QoL was negatively affected by poor sleep quality (beta = -0.69, p = 0.00) and depressive symptoms (beta = -2.59, p < 0.001) and positively affected by regular sleep-wake rhythms (beta = 0.23, p = 0.001). Therefore, clinical health-care professionals should focus more attention to the fatigue levels of patients with lung cancer before, during and after treatment. Health-care professionals may also need to provide such patients with health education regarding sleep hygiene and with emotional support to assist them in maintaining regular sleep-wake rhythms in order to improve their QoL.