The current study aimed to investigate baseline anemia in patients with stage IV non-small cell lung cancer (NSCLC) and its relationship with clinicopathological features and prognosis. The clinical data of 4,874 patients with stage IV NSCLC were analyzed. The incidence of baseline anemia was observed. The relationship between baseline anemia and clinicopathological features was analyzed. Kaplan-Meier method and multivariate COX regression model were used to analyze the relationship of baseline anemia and prognosis of patients with NSCLC. Anemia classification was based on the criteria established by the National Cancer Institute (NCI). The mean hemoglobin (Hb) was 123.32±20.31 g/l in patients with stage IV NSCLC. The prevalence of baseline anemia was 32.09%, among which 19.08, 10.79, 1.91 and 0.31% had mild, moderate, severe, and life-threatening anemia, respectively. The prevalence of baseline anemia was higher in patients who were >60 years old, male, had smoking history, exhibited squamous cell carcinoma and bone metastasis, and the difference was statistically significant. Univariate analysis indicated that patients without anemia had longer overall survival (OS) compared with patients with baseline anemia (median OS: 28.0 months vs. 17.4 months, P<0.001). As the grade of anemia rises, it was indicated that OS became shorter. Patients with anemia grade 0 had the longest OS (median OS: 28.0 months), followed by patients with anemia grades 1 and 2 (median OS: 17.5 months). The patients with anemia grades 3 and 4 had the shortest OS (median OS: 8.6 months; P<0.001). Multivariate analysis demonstrated that baseline anemia and anemia grade were independent prognostic factors in patients with stage IV NSCLC. In conclusion, baseline anemia and anemia grade are independent prognostic factors in patients with stage IV NSCLC.