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Introduction: EGFR-mutated NSCLC is minimally responsive to programmed cell death protein 1 or programmed death-ligand 1 blockade. We evaluated the safety, tolerability, and immunomodulatory effects of the EGFR tyrosine kinase inhibitor (TKI) afatinib in combination with the programmed cell death protein 1 antibody pembrolizumab in patients with EGFR-mutant NSCLC. Methods: Patients with advanced EGFR-mutant NSCLC with progression (PD) on previous EGFR TKI(s), aged above or equal to 18 years, Eastern Cooperative Oncology Group performance status less than or equal to 1, acceptable organ function, no significant autoimmune disease, measurable disease, and controlled brain metastases were eligible. Primary end point was determination of the maximum tolerated dose and recommended phase 2 dose. Serial specimens were collected to assess for alterations in cytokines and immune cell subsets by quantitative immunofluorescence in tissue and Luminex and flow cytometry in the blood. Results: A total of 11 patients were enrolled, six in dose finding and five in dose expansion. No dose-limiting toxicities were observed. The maximum tolerated dose was determined to be afatinib 40 mg orally daily and pembrolizumab 200 mg intravenously every 21 days. Four (36%) patients had immune-related adverse events (irAEs). Ten patients were assessable for response: two partial response, seven stable disease, and one PD. Peripheral natural killer and natural killer T-cells (p = 0.027, p = 0.01) increased and exhausted CD8+ T-cells decreased on treatment (p = 0.0035). Peripheral CD4/CD8 T-cells (area under the curve = 0.96, p = 0.042) and central memory T-cells (CD4/CD8) (area under the curve = 1.0, p = 0.0006) increased in patients who had disease control more than 6 months or partial response to afatinib/pembrolizumab as did CD3+ T-cells in a patient with progression-free survival more than 6 months after afatinib/pembrolizumab treatment. Conclusions: Afatinib and pembrolizumab were found to have modest activity associated with irAEs after PD on previous EGFR TKI setting. Proinflammatory changes in immune cell subsets in tissue and blood were detected and associated with antitumor activity and irAEs.