Patients with lung cancer have high mortality and high morbidity. Lung cancer-related symptoms and problems such as dyspnea, fatigue, pain, and cachexia that begin in the early phase later result in poor physical functioning, psychosocial, and quality of life status. In addition, advancing age is associated with significant comorbidity. These patients may benefit from multidisciplinary therapy to reduce the perceived severity of dyspnea and fatigue and increase physical functioning and quality of life. Based on management of symptoms and problems such as dyspnea, physical inactivity, cancer-related fatigue, respiratory secretions, pain, and anxiety–depression of these patients, it is thought that physiotherapy techniques can be used on advanced lung cancer patients following a comprehensive evaluation. However, well-designed, prospective, and randomized-controlled trials are needed to prove the efficacy of physiotherapy and pulmonary rehabilitation in general for patients with advanced lung cancer.