Since the past decades, more lung cancer patients have been experiencing lasting benefits from immunotherapy. It is imperative to accurately and intelligently select appropriate patients for immunotherapy or predict the immunotherapy efficacy. In recent years, machine learning (ML)-based artificial intelligence (AI) was developed in the area of medical-industrial convergence. AI can help model and predict medical information. A growing number of studies have combined radiology, pathology, genomics, proteomics data in order to predict the expression levels of programmed death-ligand 1 (PD-L1), tumor mutation burden (TMB) and tumor microenvironment (TME) in cancer patients or predict the likelihood of immunotherapy benefits and side effects. Finally, with the advancement of AI and ML, it is believed that "digital biopsy" can replace the traditional single assessment method to benefit more cancer patients and help clinical decision-making in the future. In this review, the applications of AI in PD-L1/TMB prediction, TME prediction and lung cancer immunotherapy are discussed.