Patients with lung cancer under treatment have been associated with a high risk of COVID‐19 infection and potentially worse outcome, but real‐world data on patient‐reported outcomes (PROs) are rare. We assess patients' characteristics and PROs before and during the COVID‐19 pandemic in an advanced non‐small cell lung cancer (NSCLC) cohort in Germany. Patients with locally advanced or metastatic NSCLC from the prospective, multicentre, observational CRISP Registry (NCT02622581) were categorised as pre‐pandemic (March 2019 to Feb 2020, n = 1621) and pandemic (March 2020 to Feb 2021, n = 1317). From baseline to month 15, patients' health‐related quality of life (HRQoL) was assessed by FACT‐L, anxiety and depression by PHQ‐4. Association of pandemic status with time to deterioration (TTD) in QoL scales adjusted for potential covariates was estimated using Cox modelling. PROs were documented for 1166 patients (72%) in the pre‐pandemic, 979 (74%) in the pandemic group. Almost 60% of patients were male, median age was 66 years, comorbidities occurred in 85%. Regarding HRQoL, mean‐change‐from‐baseline plots hardly differed between both samples. Approximately 15%–21% of patients reported anxiety, about 19%–27% signs of depression. For the pandemic group, TTD was slightly, but statistically significantly, worse for the physical well‐being‐FACT‐G subscale (HR 1.15 [95%CI 1.02–1.30]) and the anxiety‐GAD‐2 subscale (HR 1.14 [95%CI 1.01–1.29]). These prospectively collected real‐world data provide valuable insights into PROs before and during the COVID‐19 pandemic in advanced NSCLC. For the patients, the pandemic seemed to be less of a burden than the disease itself, as there was a considerable proportion of patients with anxiety and depression in both groups.