Introduction: Non-small-cell lung cancer is still diagnosed at an inoperable stage and systematic treatment is the only option. Immunotherapy is currently considered to be the tip of the arrow as the first-line treatment for patients with a programmed death-ligand 1 ≥ 50. Sleep is known to be an essential part of our everyday life. Patients and Methods: We investigated, upon diagnosis and after nine months, 49 non-small-cell lung cancer patients undergoing immunotherapy treatment with nivolumab and pemprolisumab. A polysomnographic examination was conducted. Moreover, the patients completed the Epworth Sleepiness Scale (ESS), the Pittsburgh Sleep Quality Index (PSQI), the Fatigue Severity Scale (FSS) and the Medical Research Council (MRC) dyspnea scale. Results: Tukey mean-difference plots, summary statistics, and the results of paired t-test of five questionnaire responses in accordance with the PD-L1 test across groups were examined. The results indicated that, upon diagnosis, patients had sleep disturbances which were not associated with brain metastases or their PD-L1 expression status. However, the PD-L1 status and disease control were strongly associated, since a PD-L1 ≥80 improved the disease status within the first 4 months. All data from the sleep questionnaires and polysomnography reports indicated that the majority of patients with a partial response and complete response had their initial sleep disturbances improved. There was no connection between nivolumab or pembrolisumab and sleep disturbances. Conclusion: Upon diagnosis, lung cancer patients have sleep disorders such as anxiety, early morning wakening, late sleep onset, prolonged nocturnal waking periods, daytime sleepiness, and unrefreshing sleep. However, these symptoms tend to improve very quickly for patients with a PD-L1 expression ≥80, because disease status improves also very quickly within the first 4 months of treatment.