The purpose of this study was to summarize the evidence from epidemiological studies concerning associations between diet and the effectiveness of treatment for lung cancer. For this review, a literature search has been conducted in the EMBASE and PubMed databases, including papers published between 1977 and June 2022. The term “lung cancer” was used in conjunction with “diet”. Footnotes from the selected papers were also analyzed. The present study is in line with the recommendations included in the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) statement. The review included studies involving adults, including randomized controlled trials (RCTs) and cohort and observational studies. In total, 863 papers were found, with duplicates excluded. Ultimately, 20 papers were reviewed. The present systematic review indicates that vitamin A, ascorbic acid (vitamin C), vitamin E, selenium, and zinc—as antioxidants—can strengthen the body’s antioxidant barrier. Furthermore, preoperative immunonutrition may not only improve perioperative nutritional status following induction chemoradiotherapy in lung cancer surgery patients but also reduce the severity of postoperative complications. Similarly, a protein supply may exert a beneficial effect on human health by increasing average body weight and muscle mass. Omega-3 fatty acid content in the diet and the consumption of their main source, fish, may have some regulatory effect on inflammation in patients with lung cancer treated with chemotherapy and radiotherapy. In addition, n-3 fatty acids inhibit tumor cell proliferation and may reduce the toxicity of chemotherapy. Increased energy and protein intake are strongly associated with improved quality of life, functional outcomes, hand grip strength, symptoms, and performance in patients with lung cancer. The use of a supportive diet should be the standard of care, alongside pharmaceutical therapy, in treatment for patients with lung cancer.