Facing an era of promising new antitumor therapies, predictors of therapy response are needed for the individual management of treatment. In sera collected prospectively from 311 patients with advanced non-small cell lung cancer receiving first-line chemotherapy, changes in nucleosomal DNA fragments, cytokeratin-19 fragments (CYFRA 21-1), carcinoembryonic antigen (CEA), neuron-specific enolase (NSE), and progastrin-releasing peptide (ProGRP) were investigated and correlated with therapy response. In univariate analysis, high levels, slower and incomplete decline in nucleosomal DNA, CYFRA 21-1, and CEA predicted poor outcome. DNA concentrations at day 8 of the first therapeutic cycle and CYFRA 21-1 before start of the second cycle were identified as best predictive variables. In multivariate analysis, they predicted progression with a specificity of 100% in 29% of the cases earlier than imaging techniques. Thus, nucleosomal DNA and CYFRA 21-1 specifically identify a subgroup of patients with insufficient therapy response at the early treatment phase and showed to be valuable for disease management.