At present, whole‐brain radiation therapy/stereotactic radiosurgery is one of the main local treatments for brain metastasis of non‐small‐cell lung cancer (NSCLC). Currently, it has been proved that radiotherapy (RT) can regulate the immune response, and small‐sample studies have shown that patients with NSCLC brain metastases (BMs) can benefit from RT combined with immunotherapy (IO). However, the efficacy and safety of the combination treatment have not been deeply elaborated. Notably, as a challenge that is still being explored, the timing of RT combined with IO is likely to be an important factor affecting efficacy and prognosis. This article reviews the current application and challenges of RT combined with IO from the perspectives of molecular mechanism, combination timing, safety, and efficacy. The purpose is to provide information on clinical evidence‐based medicine of combination between RT with IO. For further investigation, we also discuss the major challenges and prospects of RT combined with IO in NSCLC BMs. The theoretical basis of radiotherapy combined with immunotherapy. (A) PD‐1 inhibitors can reverse the immunosuppressive microenvironment induced by radiotherapy. (B) Radiotherapy combined with immunotherapy sequentially or concurrently.