In the past decade, a variety of immune checkpoint inhibitors (ICIs) are currently approved for lung cancer in the world. As a new therapeutic approach, ICIs have shown significant clinical benefits in the first-line or second-line treatment for advanced lung cancer, improving the survival and quality of life of patients. Patients need to take multiple drugs in the meantime due to their own disease or side effects during treatment. In view of drug interactions, concomitant medications have a positive or negative impact on the prognosis of lung cancer patients. In this review, we reviewed the effects of multiple drugs on the prognosis of patients with lung cancer taking ICIs. Several studies indicate that antibiotics, proton pump inhibitors (PPIs), corticosteroids, and opioid analgesics can decrease the efficacy of ICIs. Aspirin and bone-targeting drugs can enhance the efficacy of ICIs and improve the survival rate. The effects of metformin (MET), renin-angiotensin-aldosterone system inhibitors (RASI), nonsteroidal anti-inflammatory drug (NSAIDS) (except aspirin), and statins on ICIs are controversial. Future research should further explore the effects of these concomitant medications on ICIs and develop personalized prescriptions based on the specific needs of patients.