Gefitinib, erlotinib and afatinib are three widely used epidermal growth factor receptor tyrosine kinase inhibitors (EGFR TKIs) for treating advanced non-small cell lung cancer (NSCLC) with proven efficacy. We undertook a systematic review and meta-analysis to synthesize existing studies with direct comparisons of EGFR TKIs in NSCLC in terms of both efficacy and safety. Eight randomized trials and 82 cohort studies with a total of 17,621 patients were included for analysis. Gefitinib and erlotinib demonstrated comparable effects on progression-free survival (hazard ratio [HR], 1.00; 95% confidence interval [CI], 0.95 to 1.04), overall survival (HR, 0.99; 95% CI, 0.93 to 1.06), overall response rate (risk ratio [RR], 1.05; 95% CI, 1.00 to 1.11), and disease control rate (RR, 0.98; 95% CI, 0.96 to 1.01), which did not vary considerably with EGFR mutation status, ethnicity, line of treatment, and baseline brain metastasis status. Gefitinib was associated with more grade 3/4 liver dysfunction, but tended to cause lower rates of dose reduction, treatment discontinuation, total grade 3/4 adverse events (RR, 0.78; 95% CI 0.65 to 0.94), and a number of specific adverse events such as rash and diarrhea. No solid evidence was found that afatinib had greater efficacy than gefitinib or erlotinib in first-line treatment of EGFR-mutant NSCLC. However, afatinib was more effective than erlotinib as second-line treatment of patients with advanced squamous cell carcinoma. The grade 3/4 adverse events rate of afatinib was comparable to that of erlotinib but higher than that of gefitinib.