Immune checkpoint inhibitors (ICIs) have transformed the treatment landscape of advanced non-small-cell lung cancer (NSCLC). It has improved the overall survival in the first- and second-line setting with manageable adverse events. Multiple challenges still impede the success of ICI in the whole population of NSCLC namely the lack of reliable predictive biomarkers, the scarcity of data regarding the optimal treatment duration with ICI and possibility of rechallenge with ICI as well as the efficacy of ICI in special subgroups of patients such as those with oncogenic addicted tumors or patients with brain metastases. In this framework, we review the benefits and challenges of ICI in NSCLC, in monotherapy and in combinations, in the advanced setting.