Objective The association between cancer-induced weight-loss (CIWL) and poor clinical outcomes in patients treated with immunotherapy is scarcely understood. We evaluated the use of a cachexia-grading system in IO-treated non-small cell lung cancer (NSCLC) patients in order to predict clinical outcomes.Materials 300 patients with NSCLC, who received immunotherapy during any line of therapy, were included. All patients were graded according to a previously validated cachexia scale, which takes into consideration body mass index (BMI) and weight loss, stratifying patients into five risk categories (0 [pre-cachexia] − 4 [refractory cachexia]). Primary endpoint was overall survival (OS).Results Ninety-one (30.3%) patients were classified in the low risk category, 176 (58.6%) were classified in the intermediate risk category and 33 (11%) were in the high risk category. Patients classified as low-risk had a significantly longer OS compared with those with intermediate or high risk (22.4 mo, [95%CI: 16.6–NR] vs. 17.1 [95%CI: 13.5–22.4] vs. 8.0 [3.9–18.4]; p < 0.001). In the multivariate analysis, after adjusting for age, hemoglobin and ORR, hazard of death increased as per the cachexia risk scale (Hazard ratio: 1.62 [1.22–2.16]; p = 0.001).Conclusion Cachexia is independently associated with worse OS in NSCLC patients who receive immunotherapy, highlighting the role for nutritional assessment.