Melanoma is the most aggressive skin cancer. Major advances in metastatic melanoma treatment emerge from new immunotherapies that target specific immune inhibitory checkpoint receptors, mainly PD1 and CTLA-4, and overcome the exhaustion state of T cells. In this context, checkpoint inhibitors, such as Ipilimumab (anti-CTLA-4 monoclonal antibodies, mAb) and Nivolumab or Pembrolizumab (anti-PD1 mAb), have demonstrated survival benefit in advanced melanoma patients. Anti-PD1 agents and combination of anti-PD1 and anti CTLA-4 have now been approved as first line therapy in melanoma. However, the predictive factors of response to these immunotherapies remain so far elusive. Recent studies provided consistent evidence that the immune infiltration could be tested as a biomarker for such immunotherapies. Moreover, the very recent concept of tumor neoantigens as biomarkers of response to anti-CTLA-4 mAb, and potentially also to anti-PD1 or combination therapies, is promising but needs to be further explored.