Nivolumab, a monoclonal antibody targeting PD-1, is currently approved for metastatic non-small cell lung cancer (mNSCLC) treatment after failure of first-line chemotherapy. However, only a quarter of patients benefit from this therapy with objective clinical response. In this context, there is an unmet need for improved understanding of resistance mechanisms. Thus, we studied a prospective cohort of mNSCLC (n = 61) treated in second or third-line with nivolumab. We analyzed various blood myeloid and lymphoid markers by flow cytometry (176 variables) at baseline, and after 15 and 30 days of therapy. By attempting to link the evolution of peripheral lymphoid, myeloid cells and anti-PD-1 response, we observed that accumulation of lymphoid cells and monocytic MDSC (mMDSC) expressing, respectively, Tim-3 and galectin-9 is implicated in resistance to PD-1 blockade both for patients with primary or acquired secondary resistance to anti-PD-1. In vitro, anti-Tim-3 blocking antibody reverses resistance to anti-PD-1 in PBMC from lung cancer patients and high levels of blood mMDSC negatively impact on anti-PD-1 efficacy. Together, these data underline that the galectin-9/Tim-3 pathway and mMDSC are key mechanisms of primary or secondary resistance to anti-PD-1 and could be a new target for immunotherapy drug combinations.