Immune checkpoint inhibitors (ICIs)-based immunotherapy has created a new era of anti-cancer therapy and has shown durable clinical benefits in pan-cancer patients. Unfortunately, only a fraction of patients can response to ICIs. Moreover, specific immune-related adverse events and hyperprogressive diseases limit its application. Thus, it is imperative to identify valid biomarkers in optimizing patient selection for maximizing the clinical benefits and minimizing the risk of toxicity. We comprehensively summarize the current progress of predictive biomarkers for ICIs and discuss their future directions in achieving precision immuno-oncology in this review.