There is a paucity of biomarkers for the prediction of intracranial (IC) outcome in immune checkpoint inhibitor (ICI)-treated non-small cell lung cancer (NSCLC) patients (pts) with brain metastases (BM). We identified 280 NSCLC pts treated with ICIs at Karolinska University Hospital, Sweden, and University Hospital of Heraklion, Greece. The inclusion criteria for response assessment were brain metastases (BM) prior to ICI administration, radiological evaluation with CT or MRI for IC response assessment, PD-1/PD-L1 inhibitors as monotherapy, and no local central nervous system (CNS) treatment modalities for ≥3 months before ICI initiation. In the IC response analysis, 33 pts were included. Non-primary (BM not present at diagnosis) BM, odds ratio (OR): 13.33 (95% CI: 1.424–124.880, p = 0.023); no previous brain radiation therapy (RT), OR: 5.49 (95% CI: 1.210–25.000, p = 0.027); and age ≥70 years, OR: 6.19 (95% CI: 1.27–30.170, p = 0.024) were associated with increased probability of IC disease progression. Two prognostic groups (immunotherapy (I-O) CNS score) were created based on the abovementioned parameters. The I-O CNS poor prognostic group B exhibited a higher probability for IC disease progression, OR: 27.50 (95% CI: 2.88–262.34, p = 0.004). Age, CNS radiotherapy before the start of ICI treatment, and primary brain metastatic disease can potentially affect the IC outcome of NSCLC pts with BM.