BackgroundTo investigate the sex‐based heterogeneity of immune microenvironmental feature and its impact on the response to first‐line PD‐1 blockade plus chemotherapy in patients with driver‐negative advanced or metastatic non‐small‐cell lung cancer (NSCLC).Patients and MethodsA total of 439 patients with advanced NSCLC treated with first‐line PD‐1 blockade plus chemotherapy or chemotherapy were identified. Differences in clinical outcomes between female and male patients were determined using Kaplan–Meier curves. Neoantigen burden and five immune microenvironmental markers expression including PD‐L1, CD4, CD8, FOXP3, and CD68 were compared between two groups.ResultsOf 175 eligible patients, 89 received PD‐1 blockade plus chemotherapy and 86 received first‐line chemotherapy. Forty five were women (25.7%) and 130 were men (74.3%). Female patients received first‐line PD‐1 blockade in combination with chemotherapy had dramatically better ORR (85.2% vs. 53.2%; p = 0.009), PFS (23.7 vs. 7.3 months; p = 0.013), and OS (46.2 vs. 20.0 months; p = 0.004) than males. Treatment outcomes were similar between females and males in chemotherapy group. Multivariate analyses showed that sex was the independent prognostic factor for patients received PD‐1 blockade combined with chemotherapy. Although female patients had significantly lower tumor mutational and neoantigen burden than males, pretreatment tumor tissues of female patients had markedly higher CD4, CD4/FOXP3, and CD4/FOXP3/PD‐L1 expression level than male patients.ConclusionsFemale patients with untreated advanced or metastatic NSCLC would derive a larger benefit from PD‐1 blockade in combination with chemotherapy than males. The biological significances of heterogeneity of tumor immune microenvironmental features between them need further investigation.