Non-small cell lung cancer (NSCLC) patients with epidermal growth factor receptor (EGFR) mutations derive greater benefits from first- and second-generation tyrosine kinase inhibitors (TKIs) than from chemotherapy, especially in the first-line setting. Thus, main treatment guidelines indicate to test all patients with lung adenocarcinoma for these genetic abnormalities and recommend the employment of TKIs in these patients. However, many unanswered questions about the optimal use of TKIs in lung cancer remain; in particular, an open question is which of the currently available TKIs (gefitinib, erlotinib and afatinib) might be the best choice in untreated NSCLC patients. In the current review, we will analyze the state of EGFR-TKIs therapy in untreated EGFR-mutated NSCLC patients with a focus on both efficacy and toxicity.