Background <p>Immune and inflammation participate in the progression of non-small cell lung cancer (NSCLC) and some immune-inflammation indexes may serve as prognostic biomarkers in NSCLC patients. This study aimed to investigate the association between immune-inflammation indices at multiple time points and prognosis in advanced NSCLC patients treated with immune checkpoint inhibitors (ICIs).</p> Methods <p>This retrospective study included 102 advanced NSCLC patients treated with ICIs and collected their blood indices within 7 days before treatment (T1), before the 3rd treatment cycle (T2), and before the 5th treatment cycle (T3) to calculate neutrophil-to-lymphocyte ratio (NLR), derived neutrophil-to-lymphocyte ratio (dNLR), pan-immune-inflammatory value (PIV), systemic immune-inflammation index (SII), prognostic nutritional index (PNI), and lung immune prognostic index (LIPI).</p> Results <p>dNLR (<i>P</i> = 0.006), SII (<i>P</i> = 0.005), PIV (<i>P</i> = 0.010), and LIPI (<i>P</i> = 0.001) reduced, while PNI increased (<i>P</i> = 0.009) from T1 to T3; NLR was not different among T1, T2, and T3 (<i>P</i> = 0.282). A lower NLR (<i>P</i> = 0.011) and higher PNI (<i>P</i> = 0.026) at T3, and lower LIPI at T2 (<i>P</i> = 0.023) were related to better disease control rate, but these immune-inflammation indices were not linked with objective response rate at any timepoint. Multivariate Cox regression analysis showed that high NLR at T1 was independently related to worse PFS (hazard ratio: 4.187, <i>P</i> = 0.008), while high PNI at T3 was independently associated with better PFS (hazard ratio: 0.454, <i>P</i> = 0.021).</p> Conclusion <p>NLR before and after treatment, as well as PNI and LIPI after treatment may serve as potential biomarkers for treatment response or survival in advanced NSCLC patients receiving ICIs.</p>