Lung squamous cell carcinoma (LUSC) and lung adenocarcinoma (LUAD) are the two major subtypes of lung cancer, with LUSC exhibits faster progression rate than LUAD. To investigate the roles of immune-response related genes (IRGs) in lung cancer progression, we used LUAD and LUSC samples at different cancer progression stages, and identified that the expression profiles of IRGs could serve as a better classification marker for cancerous tissues of both LUAD and LUSC. We found that the expression changes of IRGs were different between LUAD and LUSC. Cell cycle promoting genes, including KIFs and proteasomes, showed faster up-regulation in LUSC, whereas immune response promoting genes, including MHC molecules and chemokines, were more rapidly repressed in LUSC. Comparative pathway analysis revealed that members of the Toll-like receptor and T cell receptor signaling pathways exhibited diverged expression changes between LUAD and LUSC, especially at the early cancer stages. Our results revealed the difference of LUAD and LUSC from the immune response point of view, and provided new clues for the differential treatment of LUAD and LUSC.