Background: To analyze the outcomes of patients with brain metastases (BM) from non-small cell lung cancer (NSCLC) treated with immunotherapy (IT) and stereotactic radiotherapy (SRT) and to study the impact of the sequence between the two modalities. Methods: The authors reviewed the records of 51 patients with 84 BM from NSCLC treated at Institut Curie with IT and SRT. BM were categorized into three groups: ‘SRT before IT’, ‘concurrent SRT and IT’, and ‘SRT after IT.’ Regional progression-free interval (R-PFI) and overall survival (OS) were estimated using the Kaplan–Meier method. Results: After a median follow-up from SRT of 22.5 months (2.7–47.3), the 1-year and 2-year OS were 69.7% (95%CI [58.0–83.8]) and 44.0% [30.6–63.2], respectively. Concerning distant intracranial control, the 1-year and 2-year R-PFI were 40.1% [30.1–53.3] and 35.2% [25.1–49.4], respectively. Moreover, one-year R-PFI in ‘SRT before IT’, ‘concurrent SRT and IT’, and ‘SRT after IT’ groups were 24.1%, 49.6%, and 34.2%, respectively (p = 0.094). The type of therapeutic sequence did not appear to impact the risk of brain necrosis. Conclusions: The concurrent administration of SRT and IT appeared to offer the best locoregional control, without increasing the risk of toxicity, compared to patients treated with SRT before or after IT.