To describe I-O Optimise, a multinational program providing real-world insights into lung cancer management. Real-world data source selection for I-O Optimise followed a structured approach focused on population coverage, key variable capture, continuous/consistent data availability, record duration and data latency, and database expertise.  As of 31 October 2018, seven real-world data sources were included in I-O Optimise, providing data on characteristics, treatment patterns and clinical outcomes from more than 45,000 patients/year with non-small-cell lung cancer, small-cell lung cancer and mesothelioma across Denmark, Norway, Portugal, Spain, Sweden and the UK. The ongoing I-O Optimise initiative has the potential to provide a broad, robust and dynamic research platform to continually address numerous research objectives in the lung cancer arena.