Lung cancer is a malignant tumor with high incidence and mortality across the world. The use of immune checkpoint inhibitors for lung cancer has improved the prognosis of some lung cancer patients to a greater extent and provided a new direction for the clinical treatment of lung cancer. Immunotherapy still has limitations in terms of its appropriate population and adverse reactions. Particularly for non-small cell lung cancer (NSCLC) patients with epidermal growth factor receptor (EGFR) mutation, there has been no major breakthrough in current immunotherapy. Whether immunotherapy can bring new benefits after drug resistance is induced by tyrosine kinase inhibitor-targeted therapy and whether the combination of immunotherapy with other treatments can improve the prognosis remain to be studied in depth. In this article, we provide a detailed review of the relevant characteristics of the tumor microenvironment of NSCLC with EGFR mutation and the current research on immunotherapy for NSCLC with EGFR mutation.