Non small cell lung cancer (NSCLC) is a lethal disease with poor prognosis. The main percentage of NSCLC patients are diagnosed to have an advanced disease. Standard treatment, such as chemotherapy and radiotherapy, has apparently reached a plateau of effectiveness in improving survival of advanced NSCLC patients. Hence, considerable efforts have started to be made in order to identify novel targets for new biological agents which may safely and effectively be administered to advanced NSCLC patients. Epidermal growth factor receptor (EGFR) and vascular endothelial growth factor (VEGF) and its receptors play an essential role in tumour proliferation. Approaches targeting EGFR and VEGF include monoclonal antibodies (mAbs) and small molecules inhibiting the corresponding receptor-tyrosine kinase activity. Erlotinib is a small molecule inhibitor of EGFR tyrosine-kinase which has brought significant improvements in median survival, quality of life and related symptoms, in an unselected population of advanced NSCLC patients in the second- or third-line setting. Bevacizumab, an anti-VEGF recombinant humanized mAb, is the first targeted agent which, when combined with chemotherapy, reported superior efficacy versus chemotherapy alone in the treatment of advanced NSCLC. ZD6474, a small molecule targeting VEGF tyrosine-kinase activity, showing early evidence of antitumour activity and the excellent toxicity profile, seems to be a promising agent for the treatment of advanced NSCLC. This review shows the latest and the future developments of erlotinib, bevacizumab and ZD6474 in the treatment of advanced NSCLC patients.