Gefitinib, erlotinib and afatinib are approved for first‐line treatment of advanced non‐small cell lung cancer (NSCLC) bearing an activating epidermal growth factor receptor (EGFR) mutation. However, the clinical outcomes among the three EGFR tyrosine kinase inhibitors (TKIs) are still controversial. We aimed to evaluate clinical outcomes and secondary EGFR T790M mutation among the three EGFR TKIs. From May 2014 to January 2016, a total of 301 patients received treatment with gefitinib, erlotinib or afatinib, for first‐line treatment of advanced NSCLC with an activating EGFR mutation, based on their clinicians’ choice. The median overall survival (OS) was 37.0 months. Although the baseline characteristics of patients were unequal, progression‐free survival and OS did not differ among the 3 groups. Multivariate analysis found that gefitinib (adjusted odds ratio [aOR] 3.29, 95% confidence interval [CI], 1.15–9.46, p = 0.027), EGFR TKI treatment duration more than 13 months (aOR 3.16, 95% CI, 1.20–8.33, p = 0.020), male (aOR 3.25, 95% CI, 1.10–9.66, p = 0.034), initial liver metastasis (aOR 4.97, 95% CI 1.18–20.96, p = 0.029) and uncommon EGFR mutation (aOR 0.14, 95% CI, 0.02–0.97, compared to EGFR deletion 19, p = 0.047) were independent factors for secondary T790M mutation. In real‐world practice, choosing first line EGFR TKI based on the patients’ clinical characteristics yielded good clinical outcomes. First‐line gefitinib, longer EGFR TKI treatment duration, male, initial liver metastasis and uncommon EGFR mutations may be independent factors for secondary EGFR T790M mutation.