Lung cancer remains the leading cause of cancer-related death and it is usually diagnosed in advanced stages (stage III or IV). Recently, the availability of targeted strategies and of immunotherapy with checkpoint inhibitors (ICI) has favorably changed patient prognosis. Treatment outcome is closely related to tumor biology and interaction with the host immune microenvironment (TME). Whether for targeted therapies the response relies on the presence of specific genetic alterations in tumor cells, for ICI accurate biomarkers of response are lacking and clinical outcome likely depends on multiple factors, host and tumor-related. This paper is an overview of the ongoing research on predictive factors both from in-vitro/ex-vivo analysis (ranging from conventional pathology to molecular biology) and in-vivo analysis, where molecular imaging is showing an exponential growth and use due to the technological advancement and to the new bioinformatics approaches applied to image analyses that allow specific features recovery in specific tumor subclones.