Meta-analysis of previous studies have shown that melatonin is a beneficial adjutant for reducing chemotherapy-induced toxicity; however no randomized, double-blind, placebo controlled trials have been conducted. This study evaluates the effect of melatonin in improving quality of life and reducing chemotherapy-induced toxicity in advanced cancer patients. This is a multi-center, randomized, double-blind, placebo controlled trial conducted in patients with histologically proven advanced non small cell lung, breast, head and neck or sarcoma cancer. Mixed-block randomization, stratified by center and treatment scheme is used to divide eligible patients into three groups: melatonin 20 mg, 10 mg or matched placebo. The patients are required to take the studied drugs at night (after 21.00 pm) on the first day of chemotherapy and continue daily for six months. Standard treatment is chemotherapy according to each center's standard protocol. Study endpoints are QOL (FACT), adverse event frequency (CTCAE), oxidative stress status, melatonin level, and survival.