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The era of personalized medicine for advanced-stage non-small-cell lung cancer (NSCLC) began when biomarker-based evidence of molecular pathway and/or oncogene addiction of the tumour became mandatory for the allocation of specific targeted therapies. More recently, the immunotherapy revolution, specifically, the development of immune-checkpoint inhibitors (ICIs), has dramatically altered the NSCLC treatment landscape. Herein, we compare and contrast the clinical development of immunotherapy and oncogene-directed therapy for NSCLC, focusing on the role of predictive biomarkers. Immunotherapy biomarkers are fundamentally different from oncogene biomarkers in that they are continuous rather than categorical (binary), spatially and temporally variable and reliant on multiple complex interactions rather than a single, dominant determinant. The performance of predictive biomarkers for ICIs might be improved by combining different markers to reduce the assumptive risks associated with each one. Novel combinations with chemotherapy and ICIs complicate biomarker discovery but do not decrease the value of the markers identified. Perfectly predictive biomarkers of benefit from immunotherapy are unlikely to be identified, although exclusionary biomarkers of minimal benefit or an unacceptable risk of toxicity might be feasible. The clinical adoption and applicability of such biomarkers might vary depending on line of treatment, the available therapeutic alternatives and health economic considerations.