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Over the last decade, immune checkpoint inhibitors (ICI) have completely changed the treatment strategy and the prognosis of several solid cancer types. There is a lack of biomarkers to differ between responders and non-responders to these therapies. The development of biomarkers for immunotherapy has been mainly focused on tumor-related factors. The role of PD-L1 expression or tumor mutational burden (TMB) as potential predictive biomarkers for ICI efficacy is not universal and remains controversial. Moreover, leukocyte and neutrophil counts in blood samples have been used to develop clinical indicators of systemic inflammation like the neutrophil to lymphocyte ratio (NLR) and derived neutrophil to lymphocyte ratio (dNLR) based on the host immunologic status to respond against cancer cells by the immune-effectors. The Lung Immune Prognostic Index (LIPI) score have been developed as a reliable tool to assess the risk stratification of patients with cancer and to guide treatment decisions in the era of personalized cancer treatments. We review the clinical evidence supporting the use of the LIPI index as a clinically valuable biomarker for patients with NSCLC and other solid tumor types, treated with immunotherapy.