Non-AIDS-defining cancers represent one of the leading causes of death among people living with HIV in developed economies due to successful antiretroviral therapy. Malignant neoplasms (MNs) of the lung occupy leading positions in prevalence and mortality, affecting younger people compared to the general population. Despite the fact that the role of HIV in the direct mechanism underlying the lung cancer carcinogenesis has not been proven, the immunodeficiency-mediated effect, including that on the anti-tumor immunity, contributes to the earlier neoplastic process development and to the features of the disease course and anti-tumor treatment. HIV often becomes an exclusion criterion for multiple oncology clinical trials, and this group of patients is overlooked. The study aimed to assess the impact of the CD4/CD8 ratio as one of the key markers of the state of cell-mediated immunity on the lung cancer course prognosis during anti-tumor treatment. The data of 17 HIV patients with MNs of the lung and 31 non-HIV patients of the control group, who underwent treatment in 2018–2023, were analyzed. The analysis determined the threshold CD4/CD8 ratio value (≤ 0.57) and the fact of its decrease by more than 0.01, which reflected a significant overall survival worsening (p < 0.05) during lung cancer treatment. Furthermore, comparative analysis of patients of the index and control groups revealed no significant differences in progression-free survival and the number of therapy lines, which suggests comparable treatment outcomes in patients with lung cancer against the background of existing HIV (p > 0.05).