Although the emergence of immunotherapy has broken the deadlock of extensive stage small cell lung cancer (ES-SCLC), the study of markers for predicting efficacy is the key to the breakthrough of immunotherapy, and exploring more innovative, efficient and safe treatment models is also an important research direction of ES-SCLC. As an important part of inherent immunity, natural killer (NK) cells have become a hot spot because activated NK cells can directly kill tumor cells and may also influence tumor microenvironment (TME) immunomodulation. To date, emerging experimental research about NK cells in tumor therapy and immuno-regulation has been published, but specific reviews of its role in ES-SCLC were limited. Hence, in this review, we briefly summarized the current status of immunotherapy and the exploration of biomarker in ES-SCLCs, with focus on the potential value of efficacy prediction and treatment of NK cells, and finally discuss the limitations and development prospects of NK cells in ES-SCLC immunotherapy research.