The aims of the study were to investigate lung cancer patients' quality of life (QoL) over time in a palliative setting and to determine how QoL is influenced by symptoms, coping capacity, and social support. One hundred and five consecutive patients with incurable lung cancer were included. A comprehensive set of questionnaires was used at baseline, including the Assessment of Quality of Life at the End of Life, Cancer Dyspnea Scale, Visual Analog Scale of Dyspnea, Hospital Anxiety and Depression scale, Sense of Coherence Questionnaire, and Social Support Survey, of which the first four were used also at three, six, nine, and 12 months. Dyspnea, depression, and global QoL deteriorated over time. Performance status, anxiety, depression, components of dyspnea, pain, and the meaningfulness component of coping capacity correlated with global QoL at all, or all but one follow-up measurements. In a multivariate analysis with global QoL as the dependent variable, depression was a significant predictor at four out of five assessments, whereas coping capacity, anxiety, performance status, pain, and social support entered the model at one or two assessments. Emotional distress and coping capacity influence QoL and might be targets for intervention in palliative care.