Background The selection of patients with non-small cell lung cancer (NSCLC) for immune checkpoint inhibitor (ICI) treatment remains challenging. This real-world study aimed to compare the overall survival (OS) before and after the implementation of ICIs, to identify OS prognostic factors, and to assess treatment data in first-line (1L) ICI-treated patients without epidermal growth factor receptor mutation or anaplastic lymphoma kinase translocation. Methods Data from the Danish NSCLC population initiated with 1L palliative antineoplastic treatment from 1 January 2013 to 1 October 2018, were extracted from the Danish Lung Cancer Registry (DLCR). Long-term survival and median OS pre-and post-approval of 1L ICI were compared. From electronic health records, additional clinical and treatment data were obtained for ICI-treated patients from 1 March 2017 to 1 October 2018. Results The OS was significantly improved in the DLCR post-approval cohort (n = 2055) compared to the pre-approval cohort (n = 1658). The 3-year OS rates were 18% (95% CI 15.6–20.0) and 6% (95% CI 5.1–7.4), respectively. On multivariable Cox regression, bone (HR = 1.63) and liver metastases (HR = 1.47), performance status (PS) 1 (HR = 1.86), and PS ≥ 2 (HR = 2.19) were significantly associated with poor OS in ICI-treated patients. Conclusion OS significantly improved in patients with advanced NSCLC after ICI implementation in Denmark. In ICI-treated patients, PS ≥ 1, and bone and liver metastases were associated with a worse prognosis.