Non-small cell lung cancer (NSCLC) is the most common type of lung cancer with the highest mortality rate and a poor 5-year survival rate. The majority of the cases are diagnosed in advanced stages when the disease has spread, which makes the tumor inoperable. Due to the antigenic essence of lung tumor cells, immunotherapy is a novel area and has exhibited remarkable results in this malignancy. Immune checkpoint inhibitors are inhibitory molecules that disrupt immune checkpoint signaling pathways whether in the immune cells or tumor cells. Tremelimumab and ipilimumab (CTLA-4 blockers), pembrolizumab and nivolumab (PD-1 blockers), and durvalumab, avelumab, and atezolizumab (PD-L1 blockers) are FDA-approved and improve the survival and objective response of NSCLC patients. Despite this, over-stimulation of the immune system via the immune checkpoint therapy is a double-edged sword that causes a spectrum of adverse events from moderate to life-threatening. Nanomedicine considerably impacts the way of diagnosis and treatment of tumors to overcome treatment-related challenges. Accordingly, nanoparticle-based immune checkpoint inhibitor therapy increases the local concentration of immune checkpoint inhibitors while reduces the side effects, which result in boosting the anti-tumor immunity against various types of malignancies, including NSCLC. The current review provides comprehensive information about immune checkpoint therapy in NSCLC, their efficacy, and their safety profile. Besides, recent advances in nanoparticle-based immune checkpoint therapy and its limitation are discussed.