The role of autophagy in lung cancer cells exposed to waterpipe smoke (WPS) is not known. Because of the important role of autophagy in tumor resistance and progression, we investigated its relationship with WP smoking. We first showed that WPS activated autophagy, as reflected by LC3 processing, in lung cancer cell lines. The autophagy response in smokers with lung adenocarcinoma, as compared to non-smokers with lung adenocarcinoma, was investigated further using the TCGA lung adenocarcinoma bulk RNA-seq dataset with the available patient metadata on smoking status. The results, based on a machine learning classification model using Random Forest, indicate that smokers have an increase in autophagy-activating genes. Comparative analysis of lung adenocarcinoma molecular signatures in affected patients with a long-term active exposure to smoke compared to non-smoker patients indicates a higher tumor mutational burden, a higher CD8+ T-cell level and a lower dysfunction level in smokers. While the expression of the checkpoint genes tested—PD-1, PD-L1, PD-L2 and CTLA-4—remains unchanged between smokers and non-smokers, B7-1, B7-2, IDO1 and CD200R1 were found to be higher in non-smokers than smokers. Because multiple factors in the tumor microenvironment dictate the success of immunotherapy, in addition to the expression of immune checkpoint genes, our analysis explains why patients who are smokers with lung adenocarcinoma respond better to immunotherapy, even though there are no relative differences in immune checkpoint genes in the two groups. Therefore, targeting autophagy in lung adenocarcinoma patients, in combination with checkpoint inhibitor-targeted therapies or chemotherapy, should be considered in smoker patients with lung adenocarcinoma.