Brain metastasis (BM) occurs commonly in patients with lung adenocarcinomas. Limited evidence indicates safety and efficacy of immunotherapy for this metastatic tumor, though immune checkpoint blockade has become the front-line treatment for primary advanced non-small cell lung cancer. We aim to comprehensively compare tumor microenvironments (TME) between primary tumors (PT) and BM at single-cell resolution. Single-cell RNA transcriptomics from tumor samples of PT (N = 23) and BM (N = 16) and bulk sequencing data were analyzed to explore potential differences in immunotherapeutic efficacy between PT and BM of lung adenocarcinomas. Multiple machine learning algorithms were used to develop and validate models that predict responses to immunotherapy using the external cohorts. We found obviously less infiltration of immune cells in BM than PT, characterized specifically by deletion of anti-cancer CD8+ Trm cells and more dysfunctional CD8+ Tem cells in BM tumors. Meanwhile, macrophages and dendritic cells within BM demonstrated more pro-tumoral and anti-inflammatory effects, represented by distinct distribution and function of SPP1+ and C1Qs+ tumor-associated microphages, and inhibited antigen presentation capacity and HLA-I gene expression, respectively. Besides, we also found the lack of inflammatory-like CAFs and enrichment of pericytes within BM tumors, which may be critical factors in shaping inhibitory TME. Cell communication analysis further revealed mechanisms of the immunosuppressive effects associated with the activation of some unfavorable pathways, such as TGFβ signaling, highlighting the important roles of stromal cells in the anti-inflammatory microenvironment, especially specific pericytes. Furthermore, pericyte-related genes were identified to optimally predict immunotherapeutic responses by machine learning models with great predictive performance. Overall, various factors contribute to the immunosuppressive TME within BM tumors, represented by the lack of critical anti-cancer immune cells. Meanwhile, pericytes may help shape the TME and targeting the associated mechanisms may enhance immunotherapy efficacy for BM tumors in patients with lung adenocarcinomas. Keywords: brain metastasis; lung adenocarcinoma; machine learning; single-cell sequencing; tumor microenvironment.