Tremendous progress has been achieved in the field of immune checkpoint inhibitors (ICIs) therapy in lung cancer in recent years. To generate robust, long-lasting anti-tumor immune responses in lung cancer patients, combinational ICI therapies have been explored deeply. Conventionally, chemotherapy was considered as immunosuppressive. It is now recognized that chemotherapy could also reinstate cancer cell immune-surveillance and enable the perception of cancer cells as dangerous. That is to say that chemotherapeutic drugs are not only a source of direct cytotoxic effects but also an adjuvant for anti-tumor immunity. Recently, multiple clinical studies of ICIs combined with chemotherapeutic drugs have been explored and proved effective. However, there are still crucial questions that are not well addressed, such as the optimal dose and schedule for a given combination may differ across disease indications, and the appropriate strategy of selecting patient population that can benefit from ICIs remains unclear. To facilitate more rational lung cancer ICIs therapy development, this review summarizes the immune-regulatory effects and related mechanisms of chemotherapeutic drugs and the clinical progress of ICIs and their combination with chemotherapies in lung cancer treatment.