Sparse data exist on immune checkpoint inhibition (ICI) in NSCLC patients with brain metastasis (BM), especially for those with no local therapy (LT) (whole brain radiation therapy (WBRT), stereotactic RT (SRT) or neurosurgery) preceding ICI. Our aims were to investigate the prevalence of BM, rate of intracranial response (ICR), and survival and quality of life (QoL) in reallife patients with advanced NSCLC undergoing palliative ICI. This was a prospective non-randomized study (NCT03870464) with magnetic resonance imaging of the brain (MR-C) performed at baseline resulting in a clinical decision to administer LT or not. ICR evaluation (MR-C) at week 8–9 (mRECIST criteria) for group A (LT) and group B (untreated) was assessed. Change in QoL was assessed using EQ-5D-5L. Of 159 included patients, 45 (28%) had baseline BM. Median follow-up was 23.2 months (IQR 16.4–30.2). Of patients in group A (21) and B (16), 16/37 (43%) had symptomatic BM. ICR was 8/21, 38% (complete or partial response) for group A versus 8/16, 50% for group B. No statistical difference in median overall survival of patients with BM (group A: 12.3 (5.2-NR), group B: 20.5 months (4.9-NR)) and without (22.4 months (95% 16.2–26.3)) was obtained. Baseline QoL was comparable regardless of BM, but an improved QoL (at week 9) was found in those without BM. Patients with NSCLC and BM receiving ICI had long-term survival comparable to those without BM.