Lung cancer remains the leading cause of cancer-related death worldwide, with non-small cell lung cancer accounting for 85% of the disease. Over 70% of patients present with locally advanced, non-resectable or metastatic disease and despite improvements in chemoradiotherapy regimens and the development of molecularly targeted agents, 5 year survival rates remain poor, with acquired resistance to novel targeted therapies becoming a growing concern. Currently there remains an unmet need in effectively treating and inducing durable responses in advanced disease. Targeting the immune system has, however, recently given hope of improving therapeutic outcomes for these patients. The notion that the immune system is capable of recognising and eliminating cancer cells is now a widely accepted phenomenon and growing evidence suggests lung cancer is an attractive target for such intervention. Recent success targeting the programmed death-1/programmed death-ligand 1 (PD-1/PD-L1) axis of immune checkpoint inhibition suggests a major immunotherapeutic advance in treating lung cancer and unheralded opportunity for such approaches to further improve outcome for patients. Currently there is considerable interest in combining anti-PD-1 or PD-L1 monoclonal antibodies with established standard of care therapies such as radiotherapy. Radiotherapy is known to be immunostimulatory and efforts are underway to combine and augment the efficacy of the immune checkpoint inhibitors further. This review outlines the interaction between lung cancer and the immune system, summarises current evidence supporting the use of monoclonal antibodies targeting the PD-1 axis in lung cancer and explores the potential of combining radiotherapy with immunotherapy to augment anti-tumour immune responses.