Inclusion Criteria:  Male/female participants ≥18 years of age Histologically confirmed primary diagnosis of resectable NSCLC, stages IA3-IIIA (max. single station N2). Measurable disease based on RECIST 1.1. Male participants must agree to use a contraception as detailed in Appendix 3 of this protocol during the treatment period and for at least 120 additional days after the last dose of study treatment and refrain from donating sperm during this period.  Female participants are eligible to participate if not pregnant (see Appendix 3), not breastfeeding, and at least one of the following conditions applies:  Not a woman of childbearing potential (WOCBP) as defined in Appendix 3 OR A WOCBP who agrees to follow the contraceptive guidance in Appendix 3 during the treatment period and for at least 120 days after the last dose of study treatment. Written informed consent provided ECOG performance status of 0 to 1 Adequate organ function. Specimens must be collected within 14 days prior to the start of study treatment.  Exclusion Criteria:  A woman with child-bearing potential (WOCBP) who has a positive urine pregnancy test within 72 hours prior to inclusion (see Appendix 3). If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required. Uncontrolled blood pressure (systolic BP>160mmHg or diastolic BP >95mmHg) despite an optimized regimen of antihypertensive medication. Significant cardiovascular impairment: history of congestive heart failure greater than New York Heart Association (NYHA) Class II, unstable angina, myocardial infarction or stroke within 6 months of the first dose of study drug, and/or cardiac arrhythmia requiring medical treatment at screening. History of prolonged QT syndrome, or family member with prolonged QT syndrome QTc interval >490 msec when 3 consecutive ECG values are averaged Bleeding and/or thrombotic disorders and/or subjects at risk for severe hemorrhage. The degree of tumor invasion/infiltration of major blood vessels should be considered because of the potential risk of severe hemorrhage associated with tumor shrinkage/necrosis following Lenvatinib therapy. Subjects having > 1+ proteinuria on urine dipstick testing unless a 24-hour urine collection for quantitative assessment indicates that the urine protein is <1 g/24 hours. Patient has received prior therapy with an anti-PD-1, anti-PD-L1, or anti PD L2 agent or with an agent directed to another stimulatory or co-inhibitory T cell receptor (eg, CTLA-4, OX 40, CD137). Patient has received prior systemic anti-cancer therapy for the newly diagnosed NSCLC including investigational agents. Patient has received prior radiotherapy for the newly diagnosed NSCLC. Patient has received a live vaccine within 30 days prior to the first dose of study drug. Examples of live vaccines include, but are not limited to, the following: measles, mumps, rubella, varicella/zoster (chicken pox), yellow fever, rabies, Bacillus Calmette-Guérin (BCG), and typhoid vaccine. Seasonal influenza vaccines for injection are generally killed virus vaccines and are allowed; however, intranasal influenza vaccines (eg, FluMist®) are live attenuated vaccines and are not allowed.  Patient is currently participating in or has participated in a study of an investigational agent or has used an investigational device within 4 weeks prior to the first dose of study treatment.  Note: Participants who have entered the follow-up phase of an investigational study may participate as long as it has been 4 weeks after the last dose of the previous investigational agent.  Diagnosis of immunodeficiency and/or patient is receiving chronic systemic steroid therapy (in dosing exceeding 10 mg daily of prednisone equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of study drug. Known additional malignancy that is progressing. Known history of severe (≥Grade 3) allergic or hypersensitivity reactions to Pembrolizumab or Lenvatinib and/or any of their excipients. Known active autoimmune disease that has required systemic treatment in the past 2 years (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (eg. thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment. History of (non-infectious) pneumonitis that required steroids or has current pneumonitis. Active infection requiring systemic therapy. Infection with Human Immunodeficiency Virus (HIV). Infection with Hepatitis B and/or Hepatitis C Known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial. Patient has received prior surgery therapy for the newly diagnosed NSCLC. Is pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the study, starting with the screening visit through 120 days after the last dose of trial treatment.