Lung cancer is the leading cause of cancer-related death worldwide. Cancer immunotherapy has shown great success in treating advanced-stage lung cancer but has yet been used to treat early-stage lung cancer, mostly due to lack of understanding of the tumor immune microenvironment in early-stage lung cancer. The immune system could both constrain and promote tumorigenesis in a process termed immune editing that can be divided into three phases, namely, elimination, equilibrium, and escape. Current understanding of the immune response toward tumor is mainly on the “escape” phase when the tumor is clinically detectable. The detailed mechanism by which tumor progenitor lesions was modulated by the immune system during early stage of lung cancer development remains elusive. The advent of single-cell sequencing technology enables tumor immunologists to address those fundamental questions. In this perspective, we will summarize our current understanding and big gaps about the immune response during early lung tumorigenesis. We will then present the state of the art of single-cell technology and then envision how single-cell technology could be used to address those questions. Advances in the understanding of the immune response and its dynamics during malignant transformation of pre-malignant lesion will shed light on how malignant cells interact with the immune system and evolve under immune selection. Such knowledge could then contribute to the development of precision and early intervention strategies toward lung malignancy.