Background. Immunotherapy has revolutionized the treatment of advanced lung cancer. Nevertheless, it remains unclear whether adding stereotactic body radiotherapy (SBRT) to immunotherapy (IT) further improves responses and survival outcomes. Therefore, in this pooled analysis, we comprehensively compared IT plus SBRT with IT alone in patients with advanced lung cancer. Methods. Online databases, including PubMed, Web of Science, Embase, and Cochrane CENTRAL, were systematically searched on April 24, 2022. Eligible studies were randomized clinical trials comparing IT plus SBRT to IT. The primary outcomes were the objective response rate (ORR) and disease control rate (DCR). Progression-free survival (PFS) and overall survival (OS) were explored as secondary outcomes. Results. Overall, three phase 2 randomized clinical trials with a total of 146 previously treated lung cancer patients were enrolled. The median PFS and OS were 3.8 months and 9.5 months for IT plus SBRT versus 2.4 months and 6.1 months for IT. Comparing IT plus SBRT with IT alone, pooled risk ratios for ORR and DCR were 1.95 (95% confidence interval 1.07–3.53, p = 0.03) and 1.28 (0.94–1.73, p = 0.12). While pooled hazard ratios were 0.77 (0.25–2.42, p = 0.66) for PFS and 0.71 (0.16–3.21, p = 0.65) for OS, respectively. No publication bias was found across the trials. Conclusion. Compared to IT alone, the addition of SBRT improved the best response but failed to prolong the survival outcomes in treating advanced lung cancer patients. Future studies are necessary to explore new modalities of the combination of IT and SBRT.