Lung cancer is one of the common malignant cancers worldwide. Immune checkpoint inhibitor (ICI) therapy has improved survival of lung cancer patients. However, ICI therapy leads to adaptive immune resistance and displays resistance to PD-1/PD-L1 blockade in lung cancer, leading to less immune response of lung cancer patients. Tumor microenvironment (TME) is an integral tumor microenvironment, which is involved in immunotherapy resistance. Nanomedicine has been used to enhance the immunotherapy in lung cancer. In this review article, we described the association between TME and immunotherapy in lung cancer. We also highlighted the importance of TME in immunotherapy in lung cancer. Moreover, we discussed how nanoparticles are involved in regulation of TME to improve the efficacy of immunotherapy, including Nanomedicine SGT-53, AZD1080, Nanomodulator NRF2, Cisplatin nanoparticles, Au@PG, DPAICP@ME, SPIO NP@M-P, NBTXR3 nanoparticles, ARAC nanoparticles, Nano-DOX, MS NPs, Nab-paclitaxel, GNPs-hPD-L1 siRNA. Furthermore, we concluded that targeting TME by nanoparticles could be helpful to overcome resistance to PD-1/PD-L1 blockade in lung cancer.