In the last decade, immunotherapy has emerged as a new treatment modality in cancer. The most success has been achieved with the class of checkpoint inhibitors (CPIs), antibodies that unleash the antitumor immune response. After the success in melanoma, numerous clinical trials are being conducted investigating CPIs in lung cancer and mesothelioma. The programmed death protein (PD) 1-PD ligand 1/2 pathway and cytotoxic T lymphocyte-associated protein 4 are currently the most studied immunotherapeutic targets in these malignancies. In non-small cell lung cancer, anti-PD-1 antibodies have become part of the approved treatment arsenal. In small cell lung cancer and mesothelioma, the efficacy of checkpoint inhibition has not yet been proven. In this Concise Clinical Review, an overview of the landmark clinical trials investigating checkpoint blockade in lung cancer and mesothelioma is provided. Because response rates are around 20% in the majority of clinical trials, there is much room for improvement. Predictive biomarkers are therefore essential to fully develop the potential of CPIs. To increase efficacy, multiple clinical trials investigating the combination of cytotoxic T lymphocyte-associated protein 4 inhibitors and PD-1/PD ligand 1 blockade in lung cancer and mesothelioma are being conducted. Given the potential benefit of immunotherapy, implementation of current and new knowledge in trial designs and interpretation of results is essential for moving forward.