Immune checkpoint inhibition induced a great step forward in the treatment of non-small cell lung cancer patients. In cancer immune microenvironment many checkpoints were studied and their involvement could represent a mechanism of resistance to cancer immunotherapy. For this reason, the inhibition of multiple immune checkpoints is under development. However, myeloid-derived suppressor cells (MDSC) and exhausted immune cells could limit the efficacy of cancer immunotherapy. We analyzed the variation of circulating immune suppressive-like cell subsets and exhausted immune cells in three non-small cell lung cancer patients treated with the combination of anti-CTLA-4 plus anti-PD-1 plus anti-LAG-3 at T0 (baseline), T1 (after 2 months) and T2 (after 4 months). We also describe the clinical and radiological course of the disease during this treatment in all three patients. We observed both clinical differences and changes in the composition of immune suppressive-like cell subsets and exhausted immune cells between the patients receiving the same schedule of treatment with immune checkpoint inhibitors. The study on a wider patient population and experimental model design could help to clarify the kinetics of these cell subpopulations with the perspective to find new targets for treatment or new biomarkers for resistance to cancer immunotherapy.