Immune checkpoint inhibitors (ICIs) have dramatically enhanced the treatment outcomes for diverse malignancies. Yet, only 15–60% of patients respond significantly. Therefore, accurate responder identification and timely ICI administration are critical issues in tumor ICI therapy. Recent rapid developments at the intersection of oncology, immunology, biology, and computer science have provided an abundance of predictive biomarkers for ICI efficacy. These biomarkers can be invasive or non-invasive, depending on the specific sample collection method. Compared with invasive markers, a host of non-invasive markers have been confirmed to have superior availability and accuracy in ICI efficacy prediction. Considering the outstanding advantages of dynamic monitoring of the immunotherapy response and the potential for widespread clinical application, we review the recent research in this field with the aim of contributing to the identification of patients who may derive the greatest benefit from ICI therapy.