Transcriptomic profiling of blood immune cells offers a promising alternative to invasive, sampling bias-prone tissue-based biomarker assays for predicting immune checkpoint inhibitor (ICI) therapy response in non-small cell lung cancer (NSCLC) patients. However, the optimal analytical approach to identify systemic correlates of response still needs to be explored. We collected peripheral blood mononuclear cells and whole blood (WB) samples from 33 ICI-treated NSCLC patients before ICI treatment and at the first response evaluation. After bulk polyadenylated RNA-sequencing, we assessed differences in gene expression profiles between non-responders and responders using differential expression analysis, single sample gene set enrichment analysis (ssGSEA), and cell type deconvolution. We evaluated gene expression values, ssGSEA scores, and deconvolved cell type proportions to distinguish non-responders from responders via ROC curve (AUC) analysis, training a logistic regression classification model. Gene expression values and deconvolved proportions yielded the best results with WB samples after treatment (AUC = 0.87 and 0.85, respectively). Overall, ssGSEA scores showed superior classification performance across all sample types and timepoints (AUC > 0.7). In conclusion, transcriptomic analysis through ssGSEA demonstrated the best performance as a non-invasive biomarker for predicting clinical benefit in ICI-treated NSCLC patients, with gene expression and deconvolution on post-treatment WB samples also showing promising results.