Background and objective As there is a sharp increase in the incidence of lung cancer in women in recent years, it has brought broad concerns with its unique clinical and epidemiological characteristics and better prognosis. The aim of this study is to analyze the clinical data of women with advanced non-small cell lung cancer (NSCLC) retrospectively to explore the prognostic factors. Methods Clinical data of 541 female patients with advanced NSCLC were collected and followed up till death. The primary endpoint is overall survival (OS). SPSS 11.0 statistical analysis software was used for univariate and multivariate analysis. Results The mean age is 59 years (20 years-86 years), adenocarcinoma account for 80.2% (434/541). The median OS was 15 months (95%CI: 13.87-16.13), and 1, 2, 5-year survival rates were 58.8%, 23.7% and 3.20% respectively. Univariate analysis showed that clinical stage, ECOG score, weight loss, clinical symptoms, liver/bone/brain metastasis and received more than one chemotherapy regimen, good response to the first-line chemotherapy, EGFR-TKI targeted therapy and radiotherapy treatment were significantly correlated with the OS and survival rate (P < 0.05). Combined with multivariate analysis, weight loss before treatment, ECOG score, received EGFR-TKI targeted therapy and response to first-line chemotherapy were independent prognostic factor for survival (P < 0.05). Conclusion There is a higher percentage of adenocarcinoma in female NSCLC. Weight loss before treatment, ECOG score, EGFR-TKI targeted therapy and response to first-line chemotherapy may become independent prognostic factors for survival of female patients with advanced NSCLC.