BACKGROUND: Non-small cell lung cancer (NSCLC) is one of the most commonly diagnosed cancers. There are many published studies of cost-effectiveness analyses of licensed treatments, but no study has compared these studies or their approaches simultaneously. OBJECTIVE: To investigate the methodology used in published economic analyses of licensed interventions for previously treated advanced/metastatic NSCLC in patients without anaplastic lymphoma kinase or epidermal growth factor receptor expression. METHODS: A systematic review was performed, including a systematic search of key databases (e.g. MEDLINE, EMBASE, Web of Knowledge, Cost-effectiveness Registry) limited to the period from 01 January 2001 to 26 July 2019. Two reviewers independently screened, extracted data and quality appraised identified studies. The reporting quality of the studies was assessed by using the Consolidated Health Economic Evaluation Reporting Standards and the Philips' checklists. RESULTS: Thirty-one published records met the inclusion criteria, which corresponded to 30 individual cost-effectiveness analyses. Analytical approaches included partitioned survival models (n = 14), state-transition models (n = 7) and retrospective analyses of new or published data (n = 8). Model structure was generally consistent, with pre-progression, post-progression and death health states used most commonly. Other characteristics varied more widely, including the perspective of analysis, discounting, time horizon, usually to align with the country that the analysis was set in. CONCLUSIONS: There are a wide range of approaches in the modelling of treatments for advanced NSCLC; however, the model structures are consistent. There is variation in the exploration of sensitivity analyses, with considerable uncertainty remaining in most evaluations. Improved reporting is necessary to ensure transparency in future analyses.