Sarcomas, a diverse group of malignancies, exhibit substantial heterogeneity in both biological behavior and microenvironment, influencing their response to immunotherapy. Although pembrolizumab is approved for deficient mismatch repair or microsatellite instability-high (dMMR/MSI-H) tumors regardless of histology, there is a paucity of data to support its effectiveness in dMMR/MSI-H sarcomas. This study presents a case of a metastatic undifferentiated pleomorphic sarcoma of the retroperitoneum with dMMR status demonstrating a sustained complete response to pembrolizumab. Our case revealed inconsistencies in identifying dMMR/MSI-H status through next-generation sequencing, immunohistochemistry, and polymerase chain reaction methods. Therefore, we conducted a systematic review to analyze various methods for assessing dMMR/MSI-H and to explore whether pembrolizumab's indications rely on this biomarker.