Objective To explore the mediating role of activities of daily living and sleep duration in the relationship between pain and depressive symptoms in lung cancer patients undergoing chemotherapy, and to provide suggestions for improving the well-being of cancer patients. Methods Using convenience sampling, middle-aged and elderly lung cancer patients receiving postoperative chemotherapy at the First Affiliated Hospital of Soochow University were selected as the study subjects between January and December 2024. Data were collected using a general information questionnaire, the Numerical Pain Rating Scale, the Center for Epidemiological Studies Depression Scale, and the activities of daily living Scale. Results A total of 252 patients were included. The depression score of lung cancer chemotherapy patients was (20.05±15.73) scores. Pain was positively correlated with activities of daily living and depression (P<0.001) and negatively correlated with sleep duration (P<0.001). The mediating effects of activities of daily living and sleep duration between pain and depression were significant, with simple mediating effects of 0.252 [95%CI (0.044, 0.494)] and 0.127 [95%CI (0.010, 0.281)], respectively. The chain mediating effect was 0.039 [95%CI (0.002, 0.105)]. The total mediating effect value was 0.418, accounting for 33.2% of the total effect. Conclusions The incidence of depression is high among middle-aged and elderly lung cancer patients undergoing chemotherapy. Activities of daily living and sleep duration play a chain mediating role between pain and depression. The mental health of lung cancer chemotherapy patients should be emphasized at different levels. Multi-faceted psychological interventions and emotional support should be implemented to effectively improve their depressive symptoms and enhance their well-being.