This is the prospective, observational cohort study (Nezha) to explore the associations of sleep disturbance with progression, efficacy of immune checkpoint inhibitors (ICIs) and prognosis of Lung Cancer. The participants including the patients diagnosed with advanced non-small-cell lung cancer (NSCLC) who received either first-line therapy (ICIs or targeted agents) or neoadjuvant therapy with ICIs; patients diagnosed with advanced small-cell lung cancer (SCLC) receiving the first-line therapy ICIs; patients diagnosed with early non-small-cell lung cancer (NSCLC) receiving surgery.