Paraneoplastic nephrotic syndrome is a rare manifestation associated with various malignancies, the most common of which is lung cancer. In practice, no reports have yet supported the notion that corticosteroids combined with cancer therapy for the syndrome would confer a benefit. We describe a female patient in whom advanced lung cancer associated with membranous nephropathy reached partial remission under chemotherapy, whereas proteinuria in the nephrotic range did not improve. Subsequently the patient was started on corticosteroids, which abolished the proteinuria and improved her performance status. The clinical course suggested that eliminating urinary protein using antineoplastic therapy alone in patients with advanced lung cancer for whom treatment such as chemotherapy was indicated and little could be expected from curative resection tended to be difficult. Therefore, we recommend treating advanced lung cancer and nephrotic syndrome with corticosteroids as well as anticancer agents.