Immune checkpoints (IC) are very potent targets for immunotherapy. In physiological conditions, they play a protective role against autoimmunity and an excessively exuberant inflammatory response, but in cancer, they inhibit the immunological response and elimination of tumor cells. Immunotherapy-mediated blockade of these receptors can enhance the anti-tumor activity of T lymphocytes. Of major interest in this context are two independently acting receptors known as T cell inhibitory receptors. These are cytotoxic T lymphocyte-associated antigen 4 (CTLA-4) and programmed cell death-1 (PD-1). Immunotherapeutics/antibodies that block these receptors and a ligand for the PD-1 receptor (PD-L1) have been developed. Patients with melanoma are treated using antibodies against IC, including anti-CTLA-4 (ipilimumab) and anti-PD-1 (pembrolizumab, nivolumab). For these therapies a bunch of predictive and prognostic factors. Immunotherapy predictive biomarkers can be categorized into three broad groups: tumor genome and neoantigen biomarkers (PD-1/PD-L1, tumor mutational burden); tumor microenvironment biomarkers (tumor-infiltrating lymphocyte); and systemic biomarkers (e.g., peripheral blood cell biomarkers, biomarkers of circulating tumor DNA, microbiota). In this work, the first two groups of biomarkers will be described. In the histopathology analyses, intratumoral biomarkers like PD-1, PD-L1, and CTLA-4 as well as immune cell infiltration and circulating immune and tumor cells have predictive value for therapy efficacy.