Background: Our purpose was to evaluate the predictive value of the lung immune prognostic index (LIPI) in patients with advanced non-small cell lung cancer (NSCLC) receiving different treatments. Methods: A systemic literature search of major databases of medicine was performed to explore the association of LIPI with different therapeutic effects in patients with advanced NSCLC, with overall survival (OS) as the surrogate marker. As such, HR and 95% CI were simultaneously selected to evaluate such an association. Results: A total of 4 studies involving 7,373 patients reported an association of the LIPI score with OS in advanced NSCLC patients. Further sorted by therapeutic regimen, the numbers of patients receiving immune checkpoint inhibitors (ICI), targeted therapy (TT), and chemotherapy (CT) were 3,651, 1,241, and 2,481, respectively. Overall, the good and intermediate LIPI groups (HR = 1.61; 95% CI 1.48–1.75; p < 0.01) showed no heterogeneity (I2 = 0%; p = 0.521), whereas the good and poor LIPI groups (HR = 2.74; 95% CI 2.26–3.33; p < 0.01) had a high heterogeneity (I2 = 67.9%; p = 0.019). For ICI, CT, and TT, the good and intermediate LIPI groups exhibited an HR of 1.70 (95% CI 1.49–1.93; p < 0.01) with I2 = 0% (p = 0.521), an HR 1.49 (95% CI 1.32–1.67; p < 0.01) with I2 = 0% (p = 0.437), and an HR of 1.85 (95% CI 1.45–2.36; p < 0.01) with I2 = 0% (p = 0.382), respectively. The good and poor LIPI groups had an HR of 3.46 (95% CI 2.72–4.39; p < 0.01) with I2 = 51.7% (p = 0.126), an HR of 2.22 (95% CI 1.85–2.66; p < 0.01) with I2 = 20.3% (p = 0.286), and an HR of 3.32 (95% CI 2.53–4.36; p < 0.01) with I2 = 0% (p = 0.703), for ICI, CT, and TT, respectively. Conclusions: In addition to being a possible prognostic indicator for advanced NSCLC patients receiving ICI, CT or TT, the LIPI may be used to stratify patients in randomized studies. These findings are of great help in deciding on the therapeutic strategy, and more well-designed studies are warranted to further verify them.