Objective To investigate whether triglyceride-glucose (TyG) index, a marker of insulin resistance, can predict the clinical outcome of patients with locally advanced and advanced non-small cell lung cancer (NSCLC) treated with tislelizumab combined with chemotherapy. Methods We retrospectively analyzed data from 243 patients with advanced and locally advanced NSCLC, dividing them into high and low TyG index groups based on an optimal cut-off value of 9.3, determined using the X-tile software. Cox proportional hazards regression analysis identified independent prognostic factors for overall survival (OS), and a prediction nomogram model was developed based on them. Results The study cohort included 160 patients with a high TyG index and 83 with a low TyG index. The median progression-free survival and OS in the low TyG index group were significantly longer than in the high TyG index group. The objective response rate was 55.42% in the low TyG index group and 30.63% in the high TyG index group, while the respective disease control rates were 95.18% and 56.88%. Multifactorial regression analysis identified pre-treatment maximum tumour diameter, proportion score for PD-L1(Programmed death ligand 1) positivity, BMI(Body Mass Index), and TyG index as independent prognostic predictors of OS. The nomogram model emphasised the importance of the TyG index [Hazard Ratio, 2.99; 95% Confidence Interval, 1.73–5.16; P＜0.001)] as a major prognostic predictor, followed by the PD-L1 TPS score, pre-treatment tumour diameter, and BMI. Conclusion TyG index is a long-term predictor of the efficacy of combined immunotherapy and chemotherapy in patients with locally advanced and advanced NSCLC, and low TyG index has a better prognosis.