Background Lung cancer is one of the leading causes of cancer death worldwide. Non-small-cell lung cancer (NSCLC) accounts for approximately 85% of all lung cancers. Immunotherapy has yielded no consistent benefit to date for those patients. Assessing the objective efficacy and safety of immunotherapy for advanced NSCLC patients will help to instruct the future development of immunotherapeutic drugs. Methodology and Principal Findings We performed a meta-analysis of 12 randomized controlled trials including 3134 patients (1570 patients in the immunotherapy group and 1564 patients in the control group) with histologically confirmed stage IIIA, IIIB, or IV NSCLC. The analysis was executed with efficacy end points regarding overall survival (OS), progression-free survival (PFS), complete response (CR), partial response (PR), and total effective rate. Overall unstratified OS, PFS, PR, and total effective rate were significantly improved in advanced NSCLC patients in the immunotherapy group (P = 0.0007, 0.0004, 0.002, 0.003, respectively), whereas CR was not improved (P = 0.97). Subgroup analysis showed that monoclonal antibody (mAb) immunotherapy significantly improved the PFS, PR, and total effective rate and showed a trend of improving OS of advanced NSCLC patients compared with the control group, with one kind of adverse event being significantly dominant. Compared with the control group, the vaccine subgroup showed no significant difference with regard to serious adverse events, whereas cytokine immunotherapy significantly induced three kinds of serious adverse events. Conclusions Immunotherapy works efficiently on advanced NSCLC patients. Of several immunotherapies, mAb therapy may be a potential immunotherapy for advanced NSCLC patients, and become a standard complementary therapeutic approach in the future if the issues concerning toxicity and allergenicity of mAbs have been overcome.