Abstract Background The comorbidity burden has a negative impact on lung-cancer survival. Several comorbidity scores have been described and are currently used. The current challenge is to select the comorbidity score that best reflects their impact on survival. Here, we compared seven usable comorbidity scores (Charlson Comorbidity Index, Age adjusted Charlson Comorbidity Index, Charlson Comorbidity Index adapted to lung cancer, National Cancer Institute combined index, National Cancer Institute combined index adapted to lung cancer, Elixhauser score, and Elixhauser adapted to lung cancer) with coded administrative data according to the tenth revision of the International Statistical Classification of Diseases and Related Health Problems to select the best prognostic index for predicting four-month survival. Materials and methods This cohort included every patient with a diagnosis of lung cancer hospitalized for the first time in the thoracic oncology unit of our institution between 2011 and 2015. The seven scores were calculated and used in a Cox regression method to model their association with four-month survival. Then, parameters to compare the relative goodness-of-fit among different models (Akaike Information Criteria, Bayesian Information Criteria), and discrimination parameters (the C-statistic and Harrell’s c-statistic) were calculated. A sensitivity analysis of these parameters was finally performed using a bootstrap method based on 1,000 samples. Results In total, 633 patients were included. Male sex, histological type, metastatic status, CCI, CCI-lung, Elixhauser score, and Elixhauser-lung were associated with poorer four-month survival. The Elixhauser score had the lowest AIC and BIC and the highest c-statistic and Harrell’s c-statistic. These results were confirmed in the sensitivity analysis, in which these discrimination parameters for the Elixhauser score were significantly different from the other scores. Conclusions Based on this cohort, the Elixhauser score is the best prognostic comorbidity score for predicting four-month survival for hospitalized lung cancer patients.