Immune checkpoint inhibitor (ICI) therapies, including the programmed cell death protein 1 (PD-1) axis blockade, are considered a major oncological breakthrough of the early twenty-first century and have led to remarkable response rates and survival in a subset of patients with non-small cell lung cancer (NSCLC). However, the available therapies work only for one in five unselected, advanced NSCLC patients; thus, patient selection needs to be performed with the use of efficient biomarkers. Although imperfect, programmed death-ligand 1 (PD-L1) expression by immunohistochemistry (IHC) on tumor cells and/or immune cells has been established as a predictive biomarker for response to the PD-1 axis blockade. There remain several pre-analytical, analytical, and post-analytical issues, however, before implementing a PD-L1 IHC assay(s) in the pathology laboratory. In addition, given the lack of robust sensitivity and specificity of PD-L1 IHC for predicting response to ICIs, other biomarkers including tumor mutation burden (TMB) are under investigation. In this review, issues associated with PD-L1 IHC and TMB estimations will be discussed, and other promising biomarkers for predicting response to ICIs will be briefly introduced.