Two decades ago best supportive care was considered a valid therapeutic option for advanced non-small cell lung cancer (NSCLC) patients until the evidence derived from meta-analysis showed symptom improvement and a survival advantage from systemic chemotherapy. A further advantage was reported when docetaxel and pemetrexed were used as second-line treatment after failure of first-line platinum-based chemotherapy. Furthermore, the biologic therapies targeting the epidermal growth factor receptor – erlotinib and gefitinib – have modified the therapeutic approach to second- and third-line treatment of NSCLC patients. In fact, to date, erlotinib is the only drug to be licensed for third-line therapy worldwide. So, third-line represents a new frontier to be assessed in advanced NSCLC patients. Third-line therapy is very hard to define correctly as it is difficult to interpret the currently available evidence-based data. A better knowledge of cellular biology will certainly encourage clinical research and could allow oncologists to best select patients and treatments. Here we review the state of the art of third-line therapy in the treatment of NSCLC patients.