Immune checkpoint inhibitors targeting the programmed cell death receptor/ligand 1 (PD‐1/PD‐L1) pathway have profoundly improved the clinical management of non‐small‐cell lung cancer (NSCLC). Nevertheless, the superiority of single‐agent PD‐1/PD‐L1 inhibitors in pretreated EGFR mutant patients has turned out to be moderate. One proposed mechanism for poor response to immune checkpoint inhibitors is an immunosuppressive tumor microenvironment. Therefore, we utilized two autochthonous EGFR‐driven lung tumor models to investigate dynamic microenvironmental responses to EGFR‐TKI treatment. We observed that at an early stage, sensitive EGFR‐TKIs caused obvious tumor shrinkage accompanied by increased cytotoxic CD8+ T cells and dendritic cells, eradication of Foxp3+ Tregs, and inhibition of M2‐like polarization of macrophages. However, the tumor microenvironmental changes that may be most beneficial for combination treatment with immune‐mediated anticancer approaches were only temporary and disappeared as treatment continued. Meanwhile, the level of myeloid‐derived suppressor cells (MDSCs), particularly mononuclear MDSCs, was consistently elevated throughout the treatment. Analysis of inflammatory factors in serum showed that EGFR‐TKIs increased the levels of IL‐10 and CCL‐2. Our study systematically analyzed dynamic changes in tumor microenvironments responding to EGFR‐TKIs in vivo. The results have implications for combination therapy using EGFR‐TKIs. The optimal sequence of the treatment and strategies that modulate the tumor microenvironment to a state that may favor antitumor immune responses need to be considered when designing clinical trials.