No robust predictive biomarkers exist to identify non-small cell lung cancer (NSCLC) patients likely to benefit from immune checkpoint inhibitor (ICI) therapies. The aim of this study was to explore the role of delta-radiomics features in predicting the clinical outcomes of patients with advanced NSCLC who received ICI therapy. Data of 179 patients with advanced NSCLC (stages IIIB-IV) from two institutions (Database 1 =133; Database 2 =46) were retrospectively analyzed. Patients in the Database 1 were randomly assigned into training and validation dataset, with a ratio of 8:2. Patients in Database 2 were allocated into testing dataset. Features were selected from computed tomography (CT) images before and 6-8 weeks after ICI therapy. For each lesion, a total of 1,037 radiomic features were extracted. Lowly reliable [intraclass correlation coefficient (ICC) <0.8] and redundant (r>0.8) features were excluded. The delta-radiomics features were defined as the relative net change of radiomics features between two time points. Prognostic models for progression-free survival (PFS) and overall survival (OS) were established using the multivariate Cox regression based on selected delta-radiomics features. A clinical model and a pre-treatment radiomics model were established as well. The median PFS (after therapy) was 7.0 [interquartile range (IQR): 3.4, 9.1] (range, 1.4-13.2) months. To predict PFS, the model established based on the five most contributing delta-radiomics features yielded Harrell's concordance index (C-index) values of 0.708, 0.688, and 0.603 in the training, validation, and testing databases, respectively. The median survival time was 12 (IQR: 8.7, 15.8) (range, 2.9-23.3) months. To predict OS, a promising prognostic performance was confirmed with the corresponding C-index values of 0.810, 0.762, and 0.697 in the three datasets based on the seven most contributing delta-radiomics features, respectively. Furthermore, compared with clinical and pre-treatment radiomics models, the delta-radiomics model had the highest area under the curve (AUC) value and the best patients' stratification ability. The delta-radiomics model showed a good performance in predicting therapeutic outcomes in advanced NSCLC patients undergoing ICI therapy. It provides a higher predictive value than clinical and the pre-treatment radiomics models.