Abstract Objective To investigate associations between quality of life (QoL) and 1) immunotherapy and other cancer treatments received three months before QoL measurements, and 2) the comorbidities at the time of completion or in the year prior to QoL measurements, among patients with advanced cancer. Methods A cross-sectional study is conducted on patients with advanced cancer in the Netherlands. The data come from the baseline wave of the 2017–2020 eQuiPe study. Participants were surveyed via questionnaires (including EORTC QLQ-C30). Using multivariable linear and logistic regression models, we explored statistical associations between QoL components and immunotherapy and other cancer treatments as well as pre-existing comorbidities while adjusting for age, sex, socio-economic status. Results Of 1088 participants with median age 67 years, 51% were men. Immunotherapy was not associated with global QoL but was associated with reduced appetite loss (odds ratio (OR) = 0.6, 95%CI = [0.3,0.9]). Reduced global QoL was associated with chemotherapy (adjusted mean difference (β) = − 4.7, 95% CI [− 8.5,− 0.8]), back pain (β = − 7.4, 95% CI [− 11.0,− 3.8]), depression (β = − 13.8, 95% CI [− 21.5,− 6.2]), thyroid diseases (β = − 8.9, 95% CI [− 14.0,− 3.8]) and diabetes (β = − 4.5, 95% CI [− 8.9,− 0.5]). Chemotherapy was associated with lower physical (OR = 2.4, 95% CI [1.5,3.9]) and role (OR = 1.8, 95% CI [1.2,2.7]) functioning, and higher pain (OR = 1.9, 95% CI [1.3,2.9]) and fatigue (OR = 1.6, 95% CI [1.1,2.4]). Conclusion Our study identified associations between specific cancer treatments, lower QoL and more symptoms. Monitoring symptoms may improve QoL of patients with advanced cancer. Producing more evidence from real life data would help physicians in better identifying patients who require additional supportive care.