Abstract: PD-1/PD-L1 immunotherapy is an important treatment for non-small cell lung cancer (NSCLC), however, only some patients respond to immune checkpoint inhibitors (ICIs) and are clinically prone to a variety of immune-related adverse effects or even drug resistance. Therefore, identifying molecular biomarkers closely associated with cancer initiation and progression, and leveraging these biomarkers to guide cancer immunotherapy, has become both a research hotspot and a significant challenge. While PD-L1 expression levels and tumor mutation burden (TMB) in tumors are currently recognized as established biomarkers, their tumor tissue dependency and suboptimal efficacy when relying on single biomarkers highlight the need for integrated approaches utilizing multiple biomarkers. In recent years, nutrition-related hematological biomarkers—including blood lipid levels, serum albumin levels, and serum ferritin levels—have garnered increasing attention for their potential in predicting immunotherapy outcomes. This article comprehensively reviews the research progress and related mechanisms of nutrition-related hematological indicators in the prediction of immunotherapy efficacy in NSCLC, which will play a certain clinical significance in the prediction of immunotherapy efficacy.