Background: Patients with advanced non-small cell lung cancer (NSCLC) face poor prognosis. However, new therapies like immune checkpoint inhibitors (ICIs) have improved survival. Nevertheless, ICIs act through immune activation – a proposed underlying mechanism of frequently reported symptoms such as sleep and circadian disturbances. The objective of this study was to longitudinally investigate sleep and circadian rest-activity rhythms and associations with psychological symptoms in NSCLC during ICI treatment. Methods: Newly diagnosed NSCLC patients were included in this prospective study, assessing insomnia severity, total sleep time, circadian rest-activity rhythms, and psychological symptoms (fatigue, depression, and stress) during the first five months of ICI treatment, using validated questionnaires, sleep diaries and actigraphy. Results: Forty-nine patients were included. Prior to treatment, patients slept on average 5.8 hours/night and 49 % reported clinical levels of insomnia. Spontaneous improvements in insomnia severity and total sleep time were observed, along with marginal but non-significant improvements in circadian rest-activity rhythm robustness. Insomnia severity was significantly associated with higher levels of fatigue (p = .004), depression (p = .007), and perceived stress (p = .033). Moreover, lower circadian rest-activity robustness was associated with more fatigue (p = .021). At baseline, mean levels of fatigue, depression, and perceived stress were below clinical levels and declined further over time. Conclusion: Sleep disturbances, circadian disruption, and psychological symptom burden in NSCLC patients were greatest prior to and shortly after initiation of ICI treatment, with gradual improvement over the first five months. However, inter-individual differences in sleep and circadian disturbances were evident and linked to psychological symptoms.