In the univariate regression analysis, pathological BMD, severe BMDD, Stage IV, lower albumin, higher neutrophil‐to‐lymphocyte ratio (NLR), higher platelet count‐to‐lymphocyte ratio (PLR), lower PD‐L1 expression, higher Eastern Cooperative Oncology Group (ECOG) status, bone metastasis, BM, corticosteroid use, and ICI monotherapy were simultaneously identified as potential risk factors for shorter PFS or/and OS, and these covariates were included in the multivariate regression analysis. The gene discussed is ALB; the disease is bone metastasis.