Immunotherapy with immune checkpoint inhibitors has opened a new arena in cancer therapeutics. Pembrolizumab is a highly selective anti-programmed cell death protein 1 (PD-1) antibody that has shown efficacy, leading to survival benefit and durable responses, in some patients with non-small cell lung cancer (NSCLC). It has been approved by the US Food and Drug Administration for the treatment of patients with metastatic NSCLC, whose tumors express PD-1 ligand 1 (PD-L1), with disease progression on or after platinum-containing chemotherapy. Here, we briefly discuss the PD-1/PD-L1 pathway and pembrolizumab before delving into the clinical trials that have led to its just-mentioned approval in NSCLC and ongoing clinical trials. Finally, we discuss the use of biomarkers, primarily PD-L1, in the context of pembrolizumab and NSCLC.