EGFR tyrosine kinase inhibitors (TKIs) are the preferred initial treatment for non-small cell lung cancer (NSCLC) patients harboring EGFR mutations. However, remission is transient, and no further effective treatment options are available for EGFR-TKI-advanced EGFR-mutant NSCLCs. Immunotherapy with immune checkpoint inhibitors (ICIs) induces sustained cancer remission in a subset of NSCLCs. However, ICI therapy exhibits limited activity in most EGFR-mutant NSCLCs. Mechanistically, the strong oncogenic EGFR signaling in EGFR-mutant NSCLCs contributes to the non-inflamed tumor immune microenvironment (TIME), characterized by a limited number of CD8+ T cell infiltration, a high number of regulatory CD4+ T cells and a high number of inactivated infiltrated T cells. Besides, EGFR-mutant NSCLC patients are generally non-smokers with low levels of PD-L1 expression and tumor mutation burden. However, current understanding only partially explains why a small population of EGFR-mutant NSCLCs durably respond to ICI therapy, resulting in many researchers actively working in this field. This review reviews the hope seen from pre-clinical studies and clinical trials which may be adopted to improve the outcome of ICI therapy in EGFR-mutant NSCLCs. Besides, the underlying mechanisms leading to the inferior clinical outcome of ICI therapy in EGFR-mutant NSCLCs are discussed.