Cancer immunotherapy has had an important role in oncologic therapeutics for patients with non-small cell lung cancer (NSCLC) using checkpoint inhibitors. We will explore the possible prognosis biomarker candidates such as: soluble OX40 (sOX40), OX40L (sOX40L), Glucocorticoid-induced tumor necrosis factor receptor family-related receptor (GITR), and their ligand (GITRL), 4-1BB or tumor necrosis factor receptor superfamily 9 (TNFRS9) and inducible T cell co-stimulator (ICOS) in peripheral blood of NSCLC patients. Fifty-eight patients were diagnosed with advanced NSCLC between January 2019 and March 2020. High sOX40 and low s4-1BB levels in smokers compared non-smoker NSCLC patients. Lower sOX40L levels were found in the male than female (p < 0.05). High sOX40 and sGITRL in stage III compared to the stage IV (p < 0.05). With follow-up at 21.4 months, 44.1% and 91.1% were alive in the sGITRhigh and sGITRlow groups, respectively (p = 0.02), and 73.3% and 27.7% were alive in the sGITRLhigh and sGITRLlow groups, respectively (p = 0.02). At 22 months, 38.7% and 92.3% were alive in the sOX40Lhigh and sOX40Llow groups, respectively (p = 0.01). sGITR, sGITRL, and sOX40L levels were potential prognostic biomarkers and could have an important role as new targets of immunotherapy in NSCLC patients. sGITR, sGITRL, sOX40L, and sOX40 levels were associated with smoking, sex, stage, and age in NSCLC.