Immunotherapy with Ipilimumab or antibodies against programmed death (ligand) 1 (anti-PD1/PDL1), targeted therapies with BRAF-inhibitors (anti-BRAF) and their combinations significantly changed melanoma treatment options in both primary, adjuvant and metastatic setting, allowing for a cure, or at least long-term survival, in most patients. However, up to 50% of those with advance or metastatic disease still have no significant benefit from such innovative therapies, and clinicians are not able to discriminate in advance neither who is going to respond and for how long nor who is going to develop collateral effects and which ones. However, druggable targets, as well as affordable and reliable biomarkers are needed to personalize resources at a single-patient level. In this manuscript, different molecules, genes, cells, pathways and even combinatorial algorithms or scores are included in four biomarker chapters (molecular, immunological, peripheral and gut microbiota) and reviewed in order to evaluate their role in indicating a patient’s possible response to treatment or development of toxicities.