AimThis study aimed to explore the chain mediating effect of spiritual well‐being and anticipatory grief between benefit finding and meaning in life of patients with advanced lung cancer.DesignThis was a cross‐sectional study.MethodsThe research included 400 patients with advanced lung cancer who attended REDACTE from December 2022 to August 2023 as the research subjects. Data were collected using a questionnaire including socio‐demographic and clinical characteristics, the Functional Assessment of Chronic Illness Therapy‐Spiritual Well‐Being scale (FACIT‐Sp‐12), the Benefit Finding Scale (BFS), the Preparatory Grief in Advanced Cancer Patients Scale (PGAC), and the Meaning of Life Questionnaire (MLQ). The structural equation model (SEM) was used to analyse the relationship between benefit finding, spiritual well‐being, anticipatory grief and meaning in life.ResultsThere was a significant correlation between benefit finding, spiritual well‐being, anticipatory grief, and meaning in life. Benefit finding could have a direct positive impact on meaning in life of patients with advanced lung cancer, but it could also indirectly affect meaning in life of patients with advanced lung cancer through three pathways: the mediating effect of spiritual well‐being, the mediating effect of anticipatory grief and the chain mediating effect of spiritual well‐being and anticipatory grief. Nursing staff should develop an integrated program of interventions to enhance the meaning in life of patients with advanced lung cancer.