In this review, we will discuss the importance of the tumor microenvironment (TME) and immune response in lung cancer evolution and prognosis, the role of EGFR mutations in influencing the immune response and resistance to immunotherapy, dynamic changes in the TME and immune cells during TKI treatment, strategies for overcoming resistance to immunotherapy, and the rationale for combining TKI treatment and immunotherapy in EGFR-mutated NSCLC. Here, EGFR is linked to lung cancer.