The objective of this observational, single-center, retrospective study conducted in a Spanish tertiary hospital was to describe the real-world (RW) healthcare resource utilization (HCRU) among patients with advanced non-small-cell lung cancer (aNSCLC) who received chemotherapy (CT) or immunotherapy (IT) as first and second lines of treatment. A total of 173 patients diagnosed with aNSCLC and treated between January 2016 and August 2020 were included. The standardized average costs per patient/year were EUR 40,973.2 and EUR 22,502.4 for first-line CT and IT and EUR 140,601.3 and EUR 20,175.9 for second-line CT and IT, respectively. The average annual costs per patient associated with adverse-event (AE) onset were EUR 29,939.7 and EUR 460.7 for first-line CT and IT and EUR 35,906.4 and EUR 3206.1 for second-line CT and IT, respectively. The costs associated with disease management were EUR 33,178.0 and EUR 22,448.4 for first-line CT and IT and EUR 127,134.2 and EUR 19,663.9 for second-line CT and IT, respectively. In conclusion, IT use showed a lower average annual cost per patient, which was associated with lower HCRU for both disease and AE management, compared to the use of CT. However, these results should be further confirmed in the context of the currently implemented treatment schemes, including the combination of CT with single or dual IT.