Hedgehog (Hh) and Wingless-type (Wnt) pathways are associated with resistance to immune checkpoint inhibitors (ICIs) in preclinical studies. This study aimed to assess the association between expression and activation levels of Wnt and Sonic Hedgehog (Shh) pathways and resistance to ICIs in advanced NSCLC patients treated with ICI. Hh and Wnt pathways activation was assessed by immunohistochemistry (Gli1 and beta-catenin) on corresponding tumor tissues, and by plasma concentrations of Shh and Wnt (Wnt1, Wnt2 and Wnt3) at ICI introduction and at the first clinical evaluation. Sixty-three patients were included, with 36 patients (57.1%) with available tissue. Response rate was lower in Gli1+ NSCLC (20.0%) compared to Gli1 negative (Gli-) NSCLC (55.6%) (p = 0.015). Rate of primary resistance was 69.8%, vs. 31.2%, respectively (p = 0.04), and median progression-free survival (PFS) was 1.9 months (interquartile range (IQR) 1.2–5.7) vs. 6.1 months (1.6–26.0), respectively (p = 0.08). Median PFS and overall survival were shorter in case of increase of Wnt1 concentration during ICI treatment compared to other patients: 3.9 months vs. 11.2 months (p = 0.008), and 15.3 months vs. not reached (p = 0.003). In conclusion, baseline activation of Hh pathway and increase of Wnt1 concentrations during ICI treatment were associated with poor outcome in NSCLC patients treated with ICIs.