Non-small cell lung cancer (NSCLC) is a major subtype of lung cancer that accounts for almost 85% of lung cancer cases worldwide. Although recent advances in chemotherapy, radiotherapy, and immunotherapy have helped in the clinical management of these patients, the survival rate in advanced stages remains dismal. Furthermore, there is a critical lack of accurate prognostic and stratification markers for emerging immunotherapies. To harness immune response modalities for therapeutic benefits, a detailed understanding of the immune cells in the complex tumor microenvironment (TME) is required. Among the diverse immune cells, natural killer (NK cells) and dendritic cells (DCs) have generated tremendous interest in the scientific community. NK cells play a critical role in tumor immunosurveillance by directly killing malignant cells. DCs link innate and adaptive immune systems by cross-presenting the antigens to T cells. The presence of an immunosuppressive milieu in tumors can lead to inactivation and poor functioning of NK cells and DCs, which results in an adverse outcome for many cancer patients, including those with NSCLC. Recently, clinical intervention using modified NK cells and DCs have shown encouraging response in advanced NSCLC patients. Herein, we will discuss prognostic and predictive aspects of NK cells and DC cells with an emphasis on NSCLC. Additionally, the discussion will extend to potential strategies that seek to enhance the anti-tumor functionality of NK cells and DCs.