We report a rare case of transformation of non-small cell lung cancer (NSCLC) to small cell lung cancer (SCLC), without epidermal growth factor receptor (EGFR) gene mutation, during immunotherapy treatment with nivolumab. A 75-year-old man was referred to our hospital following the observation of a 64 mm mass in a chest computed tomography (CT) scan. A transbronchial biopsy of the mass identified the pathological presence of poorly differentiated NSCLC, with no histological signs of SCLC. No mutations were identified in the EGFR gene. A clinical diagnosis of NSCLC (cT3N3M1a, stage IV) was made following a positron emission tomography (PET)-CT scan and enhanced brain magnetic resonance imaging. Docetaxel and bevacizumab were selected as the first-line chemotherapy regimen; however, after two cycles, the patient developed a gastrointestinal perforation, and discontinuation of cytotoxic chemotherapy was recommended. Owing to gradual disease progression, immunotherapy with nivolumab was selected as the second-line regimen. During the immunotherapy, the tumor continued to progress and some subcutaneous tumors emerged. Biopsy of a subcutaneous tumor revealed SCLC, with positive immunostaining for cluster of differentiation 56, synaptophysin, and thyroid transcription factor-1. Serum tumor markers of SCLC were also elevated. Based on these results, we concluded that in this case NSCLC had transformed to SCLC during immunotherapy with nivolumab.