This prospective observational study (STRESS-LUNG-1) investigated the association between pretreatment emotional distress (ED) and immune checkpoint inhibitor (ICI) response in 227 patients with advanced non-small-cell lung cancer (NSCLC). Baseline ED, assessed using PHQ-9 and GAD-7, was present in 48.9% of patients. The primary endpoint analysis showed significantly shorter median progression-free survival (PFS) in patients with baseline ED (7.9 months vs. 15.5 months, HR 1.73, P=0.002). Secondary endpoints revealed lower objective response rate (ORR) (46.8% vs. 62.1%, P=0.022), reduced 2-year overall survival (46.5% vs. 64.9%, P=0.016), and decreased quality of life. Exploratory analyses indicated elevated blood cortisol levels in the ED group, correlating with adverse survival outcomes. This study suggests an association between ED and worse clinical outcomes in NSCLC patients treated with ICIs, highlighting the importance of addressing ED in cancer management.