The present study aimed to investigate the potential of basal cell-free fluorometric DNA (cfDNA) quantification as a prognostic biomarker in advanced non-small cell lung cancer (NSCLC) patients treated with an Immune Checkpoint Blockade (ICB). A discovery and validation cohort of 61 and 31 advanced lung cancer patients treated with ICB were included in this study. Quantification of cfDNA concentration was performed before the start of the treatment and patients were followed up for a median of 34 (30–40) months. The prognostic predicted value of cfDNA was evaluated based on ROC, and Cox regression was conducted via univariate and multivariate analyses to estimate the hazard ratio. We observed that a cfDNA cut-off of 0.55 ng/µL before the ICB determines the overall survival of patients with a log rank p-value of 3.3 × 10−4. That represents median survivals of 3.8 vs. 17.5 months. Similar results were obtained in the validation cohort being the log rank p-value 3.8 × 10−2 with median survivals of 5.9 vs. 24.3. The univariate and multivariate analysis revealed that the cut-off of 0.55 ng/µL before ICB treatment was an independent predictive factor and was significantly associated with a better survival outcome. High cfDNA concentrations identify patients with advanced NSCLC who do not benefit from the ICB. The determination of cfDNA is a simple test that could select a group of patients in whom new therapeutic strategies are needed.