Immune checkpoint inhibitors (ICIs) are being increasingly utilised in a variety of advanced malignancies. Despite promising outcomes in certain patients, the majority will not derive benefit and are at risk of potentially serious immune-related adverse events (irAEs). The development of predictive biomarkers is therefore critical to personalise treatments and improve outcomes. A number of biomarkers have shown promising results, including from tumour (programmed cell death ligand 1 (PD-L1), tumour mutational burden (TMB), stimulator of interferon genes (STING) and apoptosis-associated speck-like protein containing a CARD (ASC)), from blood (peripheral blood mononuclear cells (PBMCs), circulating tumour DNA (ctDNA), exosomes, cytokines and metal chelators) and finally the microbiome.