Background: Vitamin K-dependent proteins (VKDPs) and the epidermal growth factor receptor (EGFR) are involved in lung cancer progression. Therefore, we aimed to study the serum concentration of Matrix Gla protein (MGP), Growth Arrest-specific 6 (Gas6), and EGFR before and after the first cycle of chemotherapy and to investigate how MGP, Gas6, and EGFR are modified after one cycle of chemotherapy. Methods: We performed an observational study on twenty patients diagnosed with lung cancer, by assessing the serum concentration of vitaminK1 (VitK1), MGP, Gas6, and EGFR using the ELISA technique before and after three weeks of the first cycle of chemotherapy. Patients were evaluated using RECIST 1.1 criteria. Results: Serum levels of MGP, Gas6, EGFR, and VK1 before and after treatment were not changed significantly. Regarding the pre-treatment correlation of the MGP values, we found a strong positive relationship between MGP and VK1 pre-treatment values (r = 0.821, 95%CI 0.523; 0.954, p < 0.001). Furthermore, there was a moderately negative correlation between VK1 and EGFR pre-treatment values, with the relationship between them being marginally significant (r = −0.430, 95%CI −0.772; 0.001, p = 0.058). Post-treatment, we found a strong positive relationship between MGP and VK1 post-treatment values (r = 0.758, 95%CI 0.436; 0.900, p < 0.001). We also found a moderate positive relationship between Gas6 and EGFR post-treatment values, but the correlation was only marginally significant (r = 0.442, p = 0.051).