The efficacy and safety of immune checkpoint inhibitors (ICIs) in refractory or relapsed advanced non-small-cell lung cancer (NSCLC) have not yet been compared with those of ramucirumab (Ram) plus docetaxel (Doc). Furthermore, comprehensive comparisons between ICIs have not been conducted to date. In the current study, a Bayesian network meta-analysis of related phase III clinical trials was performed to compare the efficacy and safety of Ram+Doc, Niv, Atz, and Doc treatments in patient groups lacking the PD-L1 constraint. Surface under the cumulative ranking area (SUCRA) revealed that the overall survival (OS) of patients treated with Niv was the highest, followed by Atz, Ram+Doc, and Doc. Regarding grades 3–5 treatment-related adverse events (G3–5AEs), the use of Niv was ranked the safest, followed by Atz, Doc, and Ram+Doc. Significant differences in OS were observed between Niv and Ram+Doc, while significant differences in G3–5AEs were observed between Ram+Doc and Niv or Atz. In the PD-L1 positive (≥1%) patient subgroup, Pem (10 mg/kg) ranked the highest in efficacy for OS, followed by Niv, Pem (2 mg/kg), Atz, and Doc. These findings may expectedly provide oncologists with useful insights into therapeutic selection for refractory or relapsed advanced NSCLC.