Accurate and robust segmentation of lung cancers from CT, even those located close to mediastinum, is needed to more accurately plan and deliver radiotherapy and to measure treatment response. Therefore, we developed a new cross-modality educed distillation (CMEDL) approach, using unpaired CT and MRI scans, whereby an informative teacher MRI network guides a student CT network to extract features that signal the difference between foreground and background. Our contribution eliminates two requirements of distillation methods: (i) paired image sets by using an image to image (I2I) translation and (ii) pre-training of the teacher network with a large training set by using concurrent training of all networks. Our framework uses an end-to-end trained unpaired I2I translation, teacher, and student segmentation networks. Architectural flexibility of our framework is demonstrated using 3 segmentation and 2 I2I networks. Networks were trained with 377 CT and 82 T2w MRI from different sets of patients, with independent validation (N = 209 tumors) and testing (N = 609 tumors) datasets. Network design, methods to combine MRI with CT information, distillation learning under informative (MRI to CT), weak (CT to MRI) and equal teacher (MRI to MRI), and ablation tests were performed. Accuracy was measured using Dice similarity (DSC), surface Dice (sDSC), and Hausdorff distance at the 95th percentile (HD95). The CMEDL approach was significantly (p < 0.001) more accurate (DSC of 0.77 vs. 0.73) than non-CMEDL methods with an informative teacher for CT lung tumor, with a weak teacher (DSC of 0.84 vs. 0.81) for MRI lung tumor, and with equal teacher (DSC of 0.90 vs. 0.88) for MRI multi-organ segmentation. CMEDL also reduced inter-rater lung tumor segmentation variabilities.