Pretreatment tumor tissues from female patients had markedly lower tumor mutation and neoantigen burden, but significantly higher CD4, CD4/FOXP3, and CD4/FOXP3/PD‐L1 expression level than male patients, suggesting sex‐based neoantigen burden and immune microenvironmental feature heterogeneity would orchestrate the response to first‐line PD‐1 blockade plus chemotherapy in advanced NSCLC. Here, FOXP3 is linked to non-small cell lung carcinoma.