Immunotherapy has gained increasing consent in different types of advanced and/or metastatic cancer. More recently, checkpoint inhibitors have been extensively studied and in some cases they have been approved by regulatory authorities for cancer therapy. However, only a minority of patients exhibits a durable response to immunotherapy, while toxicity and costs of these treatments are not insignificant. In this view, biomarkers predicting response, resistance and toxicity should be important for a better selection of patients. PD-L1 expression, TIL identification and characterisation, mutation load, microsatellite instability, MDSCs, IDO, IFNgamma/Jak pathway mutations are some of these markers. Due to the complexity of immune response, the identification of reliable markers is difficult and research is in progress.