•Deep inspiration breath hold reduced average lung dose by median 1.3 Gy.•Inter-fraction target coverage robustness was comparable to free breathing.•Risk of radiation pneumonitis with protons was half of risk with photons.•Risk of mortality was 9.5 percentage points lower with protons. For locally advanced non-small cell lung cancer (LA-NSCLC), intensity-modulated proton therapy (IMPT) can reduce organ at risk (OAR) doses compared to intensity-modulated radiotherapy (IMRT). Deep inspiration breath hold (DIBH) reduces OAR doses compared to free breathing (FB) in IMRT. In IMPT, differences in dose distributions and robustness between DIBH and FB are unclear. In this study, we compare DIBH to FB in IMPT, and IMPT to IMRT. Fortyone LA-NSCLC patients were prospectively included. 4D computed tomography images (4DCTs) and DIBH CTs were acquired for treatment planning and during weeks 1 and 3 of treatment. A new system for automated robust planning was developed and used to generate a FB and a DIBH IMPT plan for each patient. Plans were compared in terms of dose-volume parameters and normal tissue complication probabilities (NTCPs). Dose recalculations on repeat CTs were used to compare inter-fraction plan robustness. In IMPT, DIBH reduced median lungs Dmean from 9.3 Gy(RBE) to 8.0 Gy(RBE) compared to FB, and radiation pneumonitis NTCP from 10.9 % to 9.4 % (p < 0.001). Inter-fraction plan robustness for DIBH and FB was similar. Median NTCPs for radiation pneumonitis and mortality were around 9 percentage points lower with IMPT than IMRT (p < 0.001). These differences were much larger than between FB and DIBH within each modality. DIBH IMPT resulted in reduced lung dose and radiation pneumonitis NTCP compared to FB IMPT. Inter-fraction robustness was comparable. OAR doses were far lower in IMPT than IMRT.