Precision immuno-oncology involves the development of personalized cancer treatments that are influenced by the unique nature of an individual’s DNA, immune cells, and their tumor’s molecular characterization. Biological sex influences immunity; females typically mount stronger innate and adaptive immune responses than males. Though more research is warranted, we continue to observe an enhanced benefit for females with lung cancer when treated with combination chemoimmunotherapy in contrast to the preferred approach of utilizing immunotherapy alone in men. Despite the observed sex differences in response to treatments, women remain underrepresented in oncology clinical trials, largely as a result of gender-biased misconceptions. Such exclusion has resulted in the development of less efficacious treatment guidelines and clinical recommendations and has created a knowledge gap in regard to immunotherapy-related survivorship issues such as fertility. To develop a more precise approach to care and overcome the exclusion of women from clinical trials, flexible trial schedules, multilingual communication strategies, financial, and transportation assistance for participants should be adopted. The impact of intersectionality and other determinants of health that affect the diagnosis, treatment, and outcomes in women must also be considered in order to develop a comprehensive understanding of the unique impact of immunotherapy in all women with lung cancer.