Immunotherapy has made great strides in the treatment of lung cancer, but a significant proportion of patients still do not respond to treatment. Therefore, the identification of novel targets is crucial to improving the response to immunotherapy. The tumor microenvironment (TME) is a complex niche composed of diverse pro-tumor molecules and cell populations, making the function and mechanism of a unique cell subset difficult to understand. However, the advent of single-cell RNA sequencing (scRNA-seq) technology has made it possible to identify cellular markers and understand their potential functions and mechanisms in the TME. In this review, we highlight recent advances emerging from scRNA-seq studies in lung cancer, with a particular focus on stromal cells. We elucidate the cellular developmental trajectory, phenotypic remodeling, and cell interactions during tumor progression. Our review proposes predictive biomarkers and novel targets for lung cancer immunotherapy based on cellular markers identified through scRNA-seq. The identification of novel targets could help improve the response to immunotherapy. The use of scRNA-seq technology could provide new strategies to understand the TME and develop personalized immunotherapy for lung cancer patients.