Lung cancer is the leading cause of cancer-related deaths worldwide. About 85% of lung cancer patients have NSCLC; most are diagnosed with stage IV disease at initial presentation. With the continuous development of oncology, immunotherapy or immune chemotherapy has become the first-line treatment for patients with stage IV NSCLC. However, a proportion of patients still develop resistance to the treatment regimen and experience local progression, and primary lung lesion progression is the main progression pattern of stage IV NSCLC. Preclinical and clinical studies have demonstrated that radiotherapy can induce a systemic anti-tumor immune response and that adding local radiotherapy before cancer progression can prolong survival. Therefore, we considered whether adding local radiotherapy before the progression of a pulmonary lesion in stage IV NSCLC patients receiving immunotherapy or immune chemotherapy would be beneficial. The present review focused on the anti-tumor efficacy of radiotherapy and immunotherapy, emphasizing the time of addition of radiotherapy and the safety of combination therapy for stage IV NSCLC and understanding the underlying mechanism.