Abstract Background It is still unclear how to combine biomarkers to identify patients who will truly benefit from anti-PD-1 agents in NSCLC. This study investigates exosomal mRNA expression of PD-L1 and IFN-γ, PD-L1 polymorphisms, tumor mutational load (TML) in circulating cell-free DNA (cfDNA) and radiomic features as possible predictive markers of response to nivolumab and pembrolizumab in metastatic NSCLC patients. Methods Patients were enrolled and blood (12 ml) was collected at baseline before receiving anti-PD-1 therapy. Exosome-derived mRNA and cfDNA were extracted to analyse PD-L1 and IFN-γ expression and tumor mutational load (TML) by digital droplet PCR (ddPCR) and next-generation sequencing (NGS), respectively. The PD-L1 single nucleotide polymorphisms (SNPs) c.-14-368 T > C and c.*395G > C, were analysed on genomic DNA by Real-Time PCR. A radiomic analysis was performed on the QUIBIM Precision^® V3.0 platform. Results Thirty-eight patients were enrolled. High baseline IFN-γ was independently associated with shorter median PFS (5.6 months vs. not reached p = 0.0057), and levels of PD-L1 showed an increase at 3 months vs. baseline in patients who progressed (p = 0.01). PD-L1 baseline levels showed significant direct and inverse relationships with radiomic features. Radiomic features also inversely correlated with PD-L1 expression in tumor tissue. In subjects receiving nivolumab, median PFS was shorter in carriers of c.*395GG vs. c.*395GC/CC genotype (2.3 months vs. not reached, p = 0.041). Lastly, responders had higher non-synonymous mutations and more links between co-occurring genetic somatic mutations and ARID1A alterations as well. Conclusions A combined multiparametric approach may provide a better understanding of the molecular determinants of response to immunotherapy.