Biliary tract cancers (BTCs) are a heterogenous group of malignancies arising from the epithelial cells of the biliary tree and the gallbladder. They are often locally advanced or already metastatic at the time of the diagnosis and therefore prognosis remains dismal. Unfortunately, the management of BTCs has been limited by resistance and consequent low response rate to cytotoxic systemic therapy. New therapeutic approaches are needed to improve the survival outcomes for these patients. Immunotherapy, one of the newest therapeutic options, is changing the approach to the oncological treatment. Immune checkpoint inhibitors are by far the most promising group of immunotherapeutic agents: they work by blocking the tumor-induced inhibition of the immune cellular response. Immunotherapy in BTCs is currently approved as second-line treatment for patients whose tumors have a peculiar molecular profile, such as high levels of microsatellites instability, PD-L1 overexpression, or high levels of tumor mutational burden. However, emerging data from ongoing clinical trials seem to suggest that durable responses can be achieved in other subsets of patients.The BTCs are characterized by a highly desmoplastic microenvironment that fuels the growth of cancer tissue, but tissue biopsies are often difficult to obtain or not feasible in BTCs. Recent studies have hence proposed to use liquid biopsy approaches to search the blood circulating tumor cells (CTCs) or circulating tumor DNA (ctDNA) to use as biomarkers in BTCs. So far studies are insufficient to promote their use in clinical management, however trials are still in progress with promising preliminary results. Analysis of blood samples for ctDNA to research possible tumor-specific genetic or epigenetic alterations that could be linked to treatment response or prognosis was already feasible. Although there are still few data available, ctDNA analysis in BTC is fast, non-invasive, and could also represent a way to diagnose BTC earlier and monitor tumor response to chemotherapy. The prognostic capabilities of soluble factors in BTC are not yet precisely determined and more studies are needed. In this review, we will discuss the different approaches to immunotherapy and tumor circulating factors, the progress that has been made so far, and the possible future developments.