The prevalence of malnutrition in lung cancer patients across a variety of treatment modalities and disease stages ranges from 45% to 69%. Malnutrition is associated with poorer clinical outcomes in cancer patients. This systematic review examined whether dietary counseling or oral supplements during chemotherapy and/or radiotherapy in patients with lung cancer affect patient or clinical outcomes. Relevant nutrition intervention studies from 1980 to March 2012 were identified. Articles meeting predetermined inclusion/exclusion criteria were critically appraised and included in the review. The outcomes of interest included dietary intake, weight, nutritional status, quality of life, functional status, treatment response, and survival. Five eligible studies were identified including 3 randomized controlled trials, 1 historical cohort, and 1 case series. These studies suggest dietary counseling improves energy and protein intake during chemotherapy in patients with lung cancer but has no benefit to other outcomes during chemotherapy. There is insufficient evidence regarding the effect on patient or clinical outcomes during radiotherapy. Randomized trials examining dietary counseling in patients with lung cancer during radiotherapy are required.