Immune checkpoint inhibitors (ICIs) have revolutionized the treatment of lung cancer. However, their clinical benefit is limited to a minority of patients. To unravel immune-related factors that are predictive of sensitivity or resistance to immunotherapy, we performed a gene expression analysis by RNA-Seq using the Oncomine Immuno Response Assay (OIRRA) on a total of 33 advanced NSCLC patients treated with ICI evaluating the expression levels of 365 immune-related genes. We found four genes (CD1C, HLA-DPA1, MMP2, and TLR7) downregulated (p < 0.05) and two genes (IFNB1 and MKI67) upregulated (p < 0.05) in ICI-Responders compared to ICI-Non-Responders. The Bayesian enrichment computational analysis showed a more complex interaction network that involved 10 other genes (IFNA1, TLR4, CD40, TLR2, IL12A, IL12B, TLR9, CD1E, IFNG, and HLA-DPB1) correlated with different functional groups. Five main pathways were identified (FDR < 0.0001). High TLR7 expression levels were significantly associated with a lack of response to immunotherapy (p < 0.0001) and worse outcome in terms of both PFS (p < 0.001) and OS (p = 0.03). The multivariate analysis confirmed TLR7 RNA expression as an independent predictor for both poor PFS (HR = 2.97, 95% CI, 1.16–7.6, p = 0.023) and OS (HR = 2.2, 95% CI, 1–5.08, p = 0.049). In conclusion, a high TLR7 gene expression level was identified as an independent predictor for poor clinical benefits from ICI. These data could have important implications for the development of novel single/combinatorial strategies TLR-mediated for an efficient selection of “individualized” treatments for NSCLC in the era of immunotherapy.