Introduction: Tumour stage is the most important prognostic factor in non-small cell lung cancer (NSCLC) and small cell lung cancer (SCLC). The aim of this study was to evaluate if female gender was a prognostic factor in different tumour stages in relation to histology and given therapy. Methods: From 1989-2008, 1497 patients in eastern Scania, in southern Sweden with 202,000 inhabitants, were referred and prospectively registered. Tumour stage, performance status, lung cancer type and primary therapy were registered. Results: In NSCLC, female patients in stages 1 and 2 who were treated with surgery had a better 5-year survival rate (79.4%), compared to males (60.6%; p = 0.0004). Female patients in stage 3 with active therapy (surgery and/or radiotherapy and/or chemotherapy) had a better 5-year survival than males (20.6% vs. 10.5%, respectively, p = 0.0006). Female patients with adenocarcinoma were favourable in stages 1-3. In stage 4, there was no survival difference between females and males. In SCLC, females with limited disease (LD) and active therapy (chemotherapy ± radiotherapy ± surgery) had a higher 5-year survival rate (28%) than males (5.6%); p = 0.001. Females with extensive disease (ED) and active therapy (chemotherapy ± radiotherapy) had a better 5-year survival (3.9%) compared to males (0.7%); p = 0.023. In multivariate analyses, patient performance status at diagnosis was also an independent prognostic factor in all tumour stages of lung cancer. Conclusions: This population-based study corroborates a female survival advantage in NSCLC stages 1-3, but not in metastatic stage 4, and this is also demonstrated for the adenocarcinoma subgroup. The study also confirms better prognosis in females with SCLC in both LD and ED. The study also demonstrates the importance of patient performance status as a prognostic factor in all stages of lung cancer.