Treatment challenges persist in advanced lung cancer despite the development of therapies beyond the traditional platinum-based chemotherapy. The early 2000s marked a shift to tyrosine kinase inhibitors targeting epidermal growth factor receptor, ushering in personalized genetic-based treatment. A further significant advance was the development of immune checkpoint inhibitors (ICIs), especially for non–small cell lung cancer. These target programmed death-ligand 1 (PD-L1) and cytotoxic T lymphocyte antigen 4, which enhanced the immune response against tumor cells. However, not all patients respond, and immune-related toxicities arise. This review emphasizes identifying biomarkers for ICI response prediction. While PD-L1 is a widely used, validated biomarker, its predictive accuracy is imperfect. Investigating tumor-infiltrating lymphocytes, tertiary lymphoid structure, and emerging biomarkers such as high endothelial venule, Human leukocyte antigen class I, T-cell immunoreceptors with Ig and ITIM domains, and lymphocyte activation gene-3 counts is promising. Understanding and exploring additional predictive biomarkers for ICI response are crucial for enhancing patient stratification and overall care in lung cancer treatment.