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BACKGROUND Among all patients with cancer, those with advanced non-small cell lung cancer (NSCLC) experience the most distress. Although new therapies are improving survival, it is unknown whether receiving immunotherapy or targeted therapy during the COVID-19 pandemic increases patients' psychological vulnerability. To meet clinical needs, knowledge of patients' COVID-19 perceptions and safety behaviors is essential. Thus, this study compared patients' psychological responses at diagnosis and during COVID-19 and compared patients with similar individuals without cancer during the same period. PATIENTS AND METHODS Patients with advanced NSCLC enrolled at diagnosis for cohort study participated (ClinicalTrials.gov identifier: NCT03199651). Those with follow-ups from April 28, 2020, through July 14, 2020 (n=76), were assessed again including COVID-19 measures. Simultaneously, community controls with similar sociodemographics and smoking histories were solicited (n=67). Measures were COVID-19 perceptions (Brief Illness Perception Questionnaire), social distancing, and depressive (Patient Health Questionnaire-9) and anxiety (Generalized Anxiety Disorder-7) symptoms. First, analyses evaluated differences in the psychological responses of patients with NSCLC at diagnosis and during COVID-19. Second, patients and controls were contrasted on COVID-19 perceptions, social distancing, and psychological symptoms. RESULTS The depressive and anxious symptoms of patients with NSCLC were greater at diagnosis (P<.02) than during COVID-19, approximately 1 year later. Patients with NSCLC and controls did not differ in terms of sociodemographics, except those with NSCLC were more racially diverse and older, and had greater smoking history (P<.03). Groups did not differ regarding concern, understanding, or perceived control over COVID-19 (P>.406). Notably, controls anticipated the COVID threat would last longer, practiced more social distancing, were more concerned about family (P<.04), and reported worse psychological symptoms (P<.023). With less depression and anxiety, patients with NSCLC viewed COVID-19 as a shorter-term threat and had fewer COVID-19-related worries than did controls. For controls, COVID-19 was more salient, heightening worries and psychological symptoms. CONCLUSIONS Despite multiple health stressors, patients with NSCLC demonstrated resilience when receiving cancer treatment during COVID-19. Nonetheless, this population remains psychologically vulnerable, requiring support at diagnosis and thereafter.