Cancer has increasingly been recognized as a genetic disease, influenced by lifestyle changes, dietary patterns, and environmental pollutants. Lung cancer remains one of the most lethal malignancies worldwide, necessitating precise diagnostic and therapeutic approaches. Among these types, lung cancer is the third most common cancer, which affects all over the population. Lung cancer is a cancer that forms in tissues of the lung, usually in the cells that line the air passages. There are two main types of lung cancer: small cell and non-small cell lung cancer. These two types grow differently and are treated differently. This review explores the application of advanced deep learning (DL) techniques in enhancing biosignature immunotherapy tools for the prediction of immune phenotypes in lung cancer patients. The study systematically analyses recent research integrating multi-modal biomedical data, such as radiomics, genomics, transcriptomics, and histopathological images, to develop robust DL-based predictive models. A well-defined literature search strategy, inclusion/exclusion criteria, and a PRISMA-guided screening process ensure transparency and reproducibility. Emphasis is placed on identifying key predictive biomarkers, including Programmed Death-Ligand 1 (PD-L1) expression, Tumor Mutational Burden (TMB), Microsatellite Instability (MSI), and APOBEC mutational signatures, which are vital for personalizing immunotherapy. The review also incorporates a quality assessment framework to evaluate the methodological rigor of the included studies. Enhanced technical details, such as model architecture, validation strategies, hyperparameter tuning, and standardized performance metrics like AUC-ROC and Harrell's C-index, are presented to facilitate cross-study comparisons. This review underscores the transformative role of DL in precision oncology and highlights the potential for integrating biosignatures into clinical workflows to improve immunotherapy outcomes in lung cancer.