Loss of appetite and weight predict poor outcomes in patients with advanced cancer. Effective and affordable palliative strategies are lacking; but because an emerging non-cancer literature suggests that alcohol can increase appetite and weight, this study explored associations between alcohol and clinical outcomes in lung cancer patients. Among 404 consecutive lung cancer patients enrolled in the Mayo Clinic Lung Cancer Cohort between 2004 and 2008, alcohol consumption (within 6 mo of diagnosis) was as follows: 199 (49%) used none, 158 (14%) were moderate users (7 drinks per wk or less), and 47 (12%) were heavier consumers (more than 7 drinks per wk). Only heavier consumers had a lower likelihood of anorexia (odds ratio: 0.49; 95% CI: 0.25, 0.94; P = 0.03) and weight loss (odds ratio: 0.43; 95% CI: 0.20, 0.91; P = 0.03) compared to those who consumed no alcohol. These conclusions were sustained in multivariate analyses. Neither moderate nor heavier consumption was associated with better or worse survival, although, in univariate analyses, a drop in alcohol consumption was associated with worse survival. This report suggests a need for further study of alcohol as a palliative agent for cancer-associated loss of appetite and weight.