Despite the recent breakthroughs in targeted and immunotherapy for melanoma, the overall survival rate remains low. In recent years, considerable attention has been paid to the gut microbiota and other modifiable patient factors (e.g., diet and body composition), though their role in influencing therapeutic responses has yet to be defined. Here, we characterized a cohort of 31 patients with unresectable IIIC-IV-stage cutaneous melanoma prior to initiation of targeted or first-line immunotherapy via the following methods: (i) fecal microbiome and metabolome via 16S rRNA amplicon sequencing and gas chromatography/mass spectrometry, respectively, and (ii) anthropometry, body composition, nutritional status, physical activity, biochemical parameters, and immunoprofiling. According to our data, patients subsequently classified as responders were obese (i.e., with high body mass index and high levels of total, visceral, subcutaneous, and intramuscular adipose tissue), non-sarcopenic, and enriched in certain fecal taxa (e.g., Phascolarctobacterium) and metabolites (e.g., anethole), which were potentially endowed with immunostimulatory and oncoprotective activities. On the other hand, non-response was associated with increased proportions of Streptococcus, Actinomyces, Veillonella, Dorea, Fusobacterium, higher neutrophil levels (and a higher neutrophil-to-lymphocyte ratio), and higher fecal levels of butyric acid and its esters, which also correlated with decreased survival. This exploratory study provides an integrated list of potential early prognostic biomarkers that could improve the clinical management of patients with advanced melanoma, in particular by guiding the design of adjuvant therapeutic strategies to improve treatment response and support long-term health improvement.