Objective To analyze the domestic and foreign pharmacoeconomic evaluation of pembrolizumab in the treatment of advanced non-small cell lung cancer, and to provide references for pharmacoeconomic studies of other immune checkpoint inhibitors.Methods Literature retrieval was performed through PubMed, Embase and Wanfang database etc., and the research methods, results and limitations of the included researches were analyzed.Results The current study included a total of 16 pharmacoeconomic evaluations of pembrolizumab in the treatment of advanced non-small cell lung cancer for review and analysis. The included studies all were based on phage Ⅲ clinical trials. The cost-effectiveness analysis was conducted by Markov model, partition survival model or the microscopic simulation model. The studies all took a research data from medical insurance payers or health care system. Quality-adjusted life year (QALY) was used for the evaluation of effectiveness. The final results showed that more QALYs could be obtained with pembrolizumab monotherapy or combination therapy, but the cost was also higher, and the introduction of PD-L1 test could improve the cost-effective probabilities of pembrolizumab.Conclusion Pembrolizumab was more cost-effective in the United States, which had a certain relationship with its higher willingness to pay threshold for anti-tumor drugs, as compared to the United Kingdom, France and China. The pharmacoeconomic evaluation results of pembrolizumab in patients with different PD-L1 expression levels also showed certain differences. Using PD-L1 test for patient selection and price reduction could also improved the cost-effective probabilities of pembrolizumab. The quality of the included studies was relatively high, but there were still some limitations in extrapolating the survival curve. In the future, more pharmacoeconomic studies can be carried out on the base of real world research data.