Background: Determining predictive biomarkers for immune checkpoint inhibitors (ICIs) is a current challenge in oncology. Previous studies on non-small cell lung cancer (NSCLC) have shown how TP53 gene mutations are correlated with different responses to ICIs. Strong and diffuse immuno-expression of p53 by immunohistochemistry (IHC) is interpreted as a likely indicator of a TP53 gene mutation. We aimed to assess the p53 protein expression via IHC in NSCLC as a predictive biomarker of the response to ICIs. Methods: This was a retrospective hospital-based study of patients with NSCLC treated with Nivolumab in the University Hospital of Salamanca. All diagnostic biopsies were studied via IHC (measuring p53 protein expression, peroxidase anti-peroxidase immunohistochemistry technique using Leica BOND Polymer development kits). Survival analysis was performed by subgroups of expression of p53 and other factors using the Kaplan-Meier estimator and Cox proportional-hazards model. Results: Seventy-three patients were included (59 men and 14 women). The median age was 68 (44–84) years. Thirty-six biopsies were adenocarcinoma, 34 were squamous, and three were undifferentiated. In 41 biopsies (56.2%), the cellular expression of p53 was 5% (Group A), and in 32 biopsies (43.8%), the expression was \ge5% (Group B). In the general analysis, no differences were observed in overall survival (OS) (A: 12 months vs B: 20 months; p = 0.070) or progression-free survival (PFS) (A: 4 m vs B: 7 m; p = 0.064). Significant differences were observed in adenocarcinomas for both OS (A: 8 m vs B: median not reached; p = 0.002) and PFS (A: 3 m vs 8 m; p = 0.013). No differences in PFS and OS were observed in squamous cell carcinoma. Significant differences were observed in OS in the PD-L1 negative group (0% expression) (A: 13 m vs B: 39 m; p = 0.024), but not in PFS (A: 3 m vs B: 7 m; p = 0.70). No differences were observed in the PD-L1 positive group. Conclusions: A trend toward a greater response to ICIs was observed in the PFS and OS of patients with high expression of p53 by IHC (TP53 mutation), especially in the PD-L1 negative adenocarcinoma subgroup. These results will make it possible to make future modifications to the clinical guidelines of NSCLC according to the expression of p53.