Patients with non-small cell lung cancer (NSCLC) have been shown to benefit from the introduction of anti-PD1 treatment. However, not all patients experience tumor regression and durable response. The identification of a string of markers that are direct or indirect indicators of the immune system fitness is needed to choose optimal therapeutic schedules in the management of NSCLC patients. We analyzed 34 immuno-related molecules (14 soluble immune checkpoints, 17 cytokines/chemokines, 3 adhesion molecules) released in the serum of 22 NSCLC patients under Nivolumab treatment and the gut metabolomic profile at baseline. These parameters were correlated with performance status (PS) and/or response to treatment. Nivolumab affected the release of soluble immune checkpoints (sICs). Patients with a better clinical outcome and with an optimal PS (PS = 0) showed a decreased level of PD1 and maintained low levels of several sICs at first clinical evaluation. Low levels of PDL1, PDL2, Tim3, CD137 and BTLA4 were also correlated with a long response to treatment. Moreover, responding patients showed a high proportion of eubiosis-associated gut metabolites. In this exploratory study, we propose a combination of immunological and clinical parameters (sICs, PS and gut metabolites) for the identification of patients more suitable for Nivolumab treatment. This string of parameters validated in a network analysis on a larger cohort of patients could help oncologists to improve their decision-making in an NSCLC setting.