Background Mounting randomized clinical trials have proved that immune checkpoint inhibitors (ICIs) achieved better overall survival (OS) and progression-free survival (PFS) than chemotherapy drugs for advanced non-small cell lung cancer (NSCLC) patients. However, some literatures have indicated that different sexes might not have equal immune response. Also, no agreement reached on the issue whether therapeutic benefit of ICIs is related to sex. Objectives To explore the association between efficacy of ICIs for NSCLC patients and their sexes and summarize overall treatment-related adverse events (TRAEs) in an exploratory manner. Methods We performed this systematic review and meta-analysis of all potentially relevant studies retrieved from PubMed, EMBASE, and the Cochrane Library until June 2021, for eligible randomized controlled trials (RCTs) comparing immunotherapy with chemotherapy in advanced NSCLC patients. Literature screening, summary data extraction was performed independently and in duplicate. The pooled hazard ratio (HR) and 95% confidence interval (CI) of OS, PFS and TRAEs were calculated, applying STATA software and random-effects models. This study was registered in international prospective register of systematic reviews (PROSPERO), number CRD42020210797. Results Twenty-one trials involving 12,675 NSCLC patients were included. For patients with advanced NSCLC, ICIs significantly prolonged the OS (males: HR 0.73, 95%CI 0.67-0.79; females: HR 0.73, 95%CI 0.61-0.85) and PFS (males: HR 0.62, 95%CI 0.55-0.70; females: HR 0.68, 95%CI 0.55-0.81) versus chemotherapy. Overall, there was no statistical difference between their sexes (OS: P = 0.97; PFS: P = 0.43), respectively. Owing to insufficient TRAEs data of different sexes, we only found immunotherapy for NSCLC patients had more all-grades (RR 0.88; 95%CI 0.82-0.95) and 3-5 grades (RR 0.60; 95%CI 0.47-0.75) AEs compared with chemotherapy. Conclusion Our findings indicated that the interaction between immunotherapy efficacy and different sexes was equally evident. Overall, patients with NSCLC could obtain more benefits from ICIs than chemotherapy regimen regardless of their sexes. Systematic Review Registration PROSPERO (https://www.crd.york.ac.uk/prospero/), identifier CRD42020210797.