This is a multicenter, open-label, non-randomized Phase 1 study in participants with advanced solid tumors, excluding hepatocellular carcinoma (HCC), that have progressed after treatment with approved therapies, or for which there are no standard therapies available. The study will also include participants with radioiodine-refractory differentiated thyroid cancer (RR-DTC). Its primary intent is to determine the effect of lenvatinib on CYP3A4 activity as well as to assess the safety and activity of lenvatinib in these participants. The study will be conducted in the following 3 phases: Pretreatment Phase, Treatment Phase, and Extension Phase.