Lung cancer carries a high burden of systemic symptoms, including in survivors, leading to a reduced quality of life (QoL). We assessed whether a 12-week multicomponent supervised exercise programme, including muscular strength and aerobic training, was beneficial in patients who had undergone surgery for early non-small cell lung cancer (NSCLC) in terms of physical performance, QoL, and metabolic and nutritional analytical parameters. Physical performance was measured by gait speed, handgrip strength, 30 s sit-to-stand (30s-STS) test repetitions, distance covered in the 6 min walk test (6MWT), and the Short Physical Performance Battery (SPPB) score. QoL was assessed with the EORTC-QLQ-C30 questionnaire. Blood glucose, cholesterol, triglycerides, total proteins, albumin, pre-albumin, creatinine, c-reactive protein, insulin-growth factor 1 (IGF-1), and the haemoglobin and hematocrit percentages were measured before and after the intervention in order to observe any beneficial effects related to metabolic markers. After the intervention, the mean scores for the 6MWT ( < 0.001), STS ( < 0.001), 6MWT ( < 0.01), and SPPB ( < 0.01) had significantly improved. However, handgrip strength and nutritional analytical were unchanged. The EORTC-QLQ-C30 functions and symptoms significantly improved after the intervention ( < 0.05 and < 0.01, respectively). A significant decrease in cholesterol, triglycerides, and IGF-1 and a significant increase in pre-albumin in blood was also observed post-intervention ( < 0.05). This supervised, community-based 12-week multicomponent was feasible (adherence rate 70.35%) and provided benefits not only to physical performance but also to the quality of life of patients with NSCLC.