Biomarkers refer to a plethora of biological characteristics that can be quantified to facilitate cancer diagnosis, forecast the prognosis of disease, and predict a response to treatment. The identification of objective biomarkers is among the most crucial steps in the realization of individualized cancer care. Several tumor biomarkers for gastrointestinal malignancies have been applied in the clinical setting to help differentiate between cancer and other conditions, facilitate patient selection for targeted therapies, and to monitor treatment response and recurrence. With the coming of the immunotherapy age, the need for a new development of biomarkers that are indicative of the immune response to tumors are unprecedentedly urgent. Biomarkers from the tumor microenvironment, tumor genome, and signatures from liquid biopsies have been explored, but the majority have shown a limited prognostic or predictive value as single biomarkers. Nevertheless, use of multiplex biomarkers has the potential to provide a significantly increased diagnostic accuracy compared to traditional single biomarker. A comprehensive analysis of immune-biomarkers is needed to reveal the dynamic and multifaceted anti-tumor immunity and thus imply for the rational design of assays and combinational strategies.