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Tobacco is a known risk factor for lung cancer, and continued tobacco use is associated with poorer outcomes across multiple lung cancer treatment modalities including surgery, chemotherapy and radiation therapy. Less is known about the association of tobacco use and outcomes with immune checkpoint inhibitors (ICIs), which are becoming an important part of the treatment landscape in lung cancer, both in metastatic and curative settings. We reviewed the literature on the association of tobacco and tumor biology as it relates to immunotherapy. We also reviewed the association of tobacco use on outcomes among phase III randomized clinical trials involving ICIs in non-small cell lung cancer (NSCLC). We identified that patients with a smoking history may have a greater benefit with ICI treatment compared to never smokers in both treatment-naïve (HR 0.82, 95% CI 0.69–0.97, vs. HR 1.06, 95% CI 0.81–1.38) and pre-treated (HR 0.79, 95% CI 0.70–0.90 vs. 1.03, 95% CI 0.74–1.43) settings. In trials where smoking status was further defined, ex-smokers appear to demonstrate greater benefit with ICI therapy compared to current smokers (HR 0.78, 95% CI 0.59–1.01 vs. 0.91, 95% CI 0.72–1.14). We conclude by offering our perspective on future directions in this area of research, including implementation of standardized collection and analysis of tobacco use in clinical trials involving ICI therapy in lung cancer and other disease sites, and also evaluating how tobacco may affect toxicities related to ICI therapy. Based on our review, we believe that a patient’s history of tobacco smoking does have a role to play in guiding treatment decision making in patients with lung cancer.