This study is a prospective, randomized, parallel-controlled clinical trial, aiming to evaluate the efficacy and safety of nano-crystalline megestrol acetate combined with standard treatment compared to standard treatment alone as first-line therapy for extensive-stage small cell lung cancer (ES-SCLC) in both the pre-cachexia and cachexia phases. Participants enrolled in the study are those with ES-SCLC in the pre-cachexia or cachexia phase who have not received systemic treatment and are not eligible for curative therapy.

Inclusion Criteria:

• Eastern Cooperative Oncology Group (ECOG) performance status score of 0-2.
• Life expectancy of ≥6 months.
• Histologically or cytologically confirmed extensive-stage small cell lung cancer (ES-SCLC) (according to the Veterans Administration Lung Study Group (VALG) staging system).
• Participants must not have previously received systemic chemotherapy for ES-SCLC. For participants who have previously received adjuvant/neoadjuvant chemotherapy for non-metastatic disease with curative intent or concurrent/sequential chemoradiotherapy for locally advanced disease, they are eligible for this study if disease progression occurs >6 months after the completion of the last treatment.
• Participants who have previously received PD-1/L1 inhibitors in the neoadjuvant setting are allowed to participate in this study after investigator assessment and agreement. Participants who have previously received PD-1/L1 inhibitors in the adjuvant setting or as consolidation therapy after curative chemoradiotherapy are not eligible for this study.
• At least one measurable tumor lesion according to RECIST v1.1.
• Meet the criteria for pre-cachexia or cachexia diagnosis (based on the Fearon diagnostic criteria).

Exclusion Criteria:

• Presence of conditions that may affect gastrointestinal absorption, such as dysphagia, malabsorption, history of gastrectomy, or uncontrollable vomiting; ongoing enteral feeding or parenteral nutrition; or anorexia due to neurological causes, psychiatric conditions, or pain that makes eating difficult.
• Currently taking or planning to take other medications that increase appetite or weight, such as corticosteroids (excluding short-term use of dexamethasone during chemotherapy), androgens, progestogens, thalidomide, olanzapine, anamorelin, or other appetite stimulants.
• Patients with Cushing's syndrome, adrenal or pituitary insufficiency; patients with poorly controlled diabetes mellitus.
• Concurrent enrollment in another clinical trial, unless it is an observational, non-interventional trial or the follow-up period of an interventional study.
• Presence of unresolved toxicities from prior anti-tumor treatments. Unresolved is defined as not having returned to Grade 0 or 1 according to NCI CTCAE Version 5.0 (except for alopecia) or not having returned to the levels specified in the enrollment/exclusion criteria.