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The prevalence of malnutrition is high among oncology patients in China. Although the Patient-Generated Subjective Global Assessment (PG-SGA) is widely recognized as an important nutritional assessment tool, it has not been validated for Chinese cancer patients. The purpose of this study was to conduct an analysis of nutrition screening and assessment data to validate the Chinese version of the PG-SGA in Chinese patients with lung cancer. This was an observational, cross-sectional study of 2,000 consecutive adult patients with lung cancer treated at several tertiary hospitals in China. Anthropometric and patient descriptive data were collected. The PG-SGA generated a score for the nutritional risk and a global rating for the nutritional status. The intal consistency, extal consistency, and construct validity were evaluated, and a known-groups comparison and principal component analyses were conducted to evaluate the reliability and validity of the PG-SGA. The known-groups comparison demonstrated the ability of the PG-SGA to differentiate lung cancer patients of different nutritional and body mass index (BMI) groups. A confirmatory factor analysis supported the original four-factor structure of the PG-SGA. In terms of the intal and extal consistency, the PG-SGA demonstrated intra-class correlation coefficients (ICC) up to 0.987. Altative form validity was also demonstrated between Box 4 of the PG-SGA and the Kofsky Performance Status score, with excellent extal consistency (r = 0.972, P < 0.001). The construct validity was supported, and selected questionnaire dimensions were evident in the principal component analysis. Significant Spearman correlations (P < 0.001) were demonstrated. The Chinese version of the PG-SGA demonstrated significant reliability and sufficient exploratory properties to support its validity. It seems to be a valid tool that can be used to access the nutritional status of Chinese lung cancer patients. The validity of the PG-SGA in Chinese cancer patients warrants further investigation in other cancer types.