This paper presents a practical approach to analyzing incomplete quality of life (QOL) data that contains non-ignorable dropouts in patients with advanced non-small-cell lung cancer (NSCLC). QOL scores for the physical domain at baseline and at the end of the first and second courses of chemotherapy were compared between two treatment groups in a phase III trial. One hundred and 103 eligible patients were randomized to receive cisplatin and irinotecan (CPT-P) or cisplatin and vindesine, respectively; of those two groups, 83 and 85, respectively, completed a QOL questionnaire at least at baseline. A multiple imputation incorporating auxiliary QOL variables was implemented as one of alternatives of sensitivity analyses; these were complete case, available case, and pattern mixture analyses. Although larger sensitivity to missing data was found for CPT-P treatment, none of the alternative analyses demonstrated a significant difference in estimated slopes over time between the groups. This study presents an analytical approach for dealing with the complex problem of missing QOL data. It must be noted, however, that the validity of the multiple imputation method we present is not certain unless we can specify sufficiently informative auxiliary variables to ensure the conversion of non-ignorable missingness to ignorable.