Background: Baseline steroids before ICI have been associated with poor outcomes, particularly when introduced due to cancer symptoms. Methods: Retrospective analysis of advanced NSCLC patients treated with ICI. We collected the use of intercurrent steroids (≥10 mg of prednisone-equivalent) within the first eight weeks of ICI. We correlated steroid use with patient outcomes according to the indications. Results: 413 patients received ICI, 299 were steroids-naïve at baseline. A total of 49 patients received intercurrent steroids (16%), of whom 38 for cancer-related symptoms and 11 for other indications, such as immune-related events. Overall, median (m) progression-free survival (PFS) was 1.9 months (mo.) [95% CI, 1.8-2.4] and overall survival (OS) 10 mo. [95% CI, 8.1–12.9]. Intercurrent steroids under ICI correlated with a shorter PFS/OS (1.3 and 2.3 mo. respectively, both p < 0.0001). Intercurrent steroids for cancer-related symptoms correlated with poorest mPFS [1.1 mo.; 95% CI, 0.9–1.5] and mOS [1.9 mo.; 95%CI, 1.5–2.4; p < 0.0001)]. No mOS and mPFS differences were found between cancer-unrelated-steroid group and no-steroid group. Steroid use for cancer-related symptoms was an independent prognostic factor for poor PFS [HR 2.64; 95% CI, 1.2–5.6] and OS [HR 4.53; 95% CI, 1.8–11.1], both p < 0.0001. Conclusion: Intercurrent steroids during ICI had no detrimental prognostic impact if the indication was unrelated to cancer symptoms.