The emergence of immunotherapy, particularly programmed cell death 1 (PD-1) and programmed cell death ligand-1 (PD-L1) produced profound transformations for treating non-small cell lung cancer (NSCLC). Nevertheless, not all NSCLC patients can benefit from immunotherapy in clinical practice. In addition to limited response rates, exorbitant treatment costs, and the substantial threats involved with immune-related adverse events, the intricate interplay between long-term survival outcomes and early disease progression, including early immune hyperprogression, remains unclear. Consequently, there is an urgent imperative to identify robust predictive and prognostic biological markers, which not only possess the potential to accurately forecast the therapeutic efficacy of immunotherapy in NSCLC but also facilitate the identification of patient subgroups amenable to personalized treatment approaches. Furthermore, this advancement in patient stratification based on certain biological markers can also provide invaluable support for the management of immunotherapy in NSCLC patients. Hence, in this review, we comprehensively examine the current landscape of individual biological markers, including PD-L1 expression, tumor mutational burden, hematological biological markers, and gene mutations, while also exploring the potential of combined biological markers encompassing radiological and radiomic markers, as well as prediction models that have the potential to better predict responders to immunotherapy in NSCLC with an emphasis on some directions that warrant further investigation which can also deepen the understanding of clinicians and provide a reference for clinical practice.