An accumulating number of studies suggest the potential of circulating cell-free microbial DNA (cfmDNA) as a non-invasive biomarker in various diseases, including cancers. However, its value in the prediction or prognosis of clinical outcomes of immune checkpoint inhibitors (ICIs) is poorly explored. The circulating cfmDNA pool may also reflect the translocation of various microbial ligands to the circulatory system and may be associated with the increased release of soluble CD14 (sCD14) by myeloid cells. In the present study, blood samples were collected from advanced melanoma patients (n = 66) before and during the anti-PD-1 therapy (approximately 3 and 12 months after the start). Then, V3-V4 16S rRNA gene sequencing was performed to analyze the circulating cfmDNA extracted from plasma samples. Moreover, the concentration of plasma sCD14 was measured using ELISA. As a result, the differences in the circulating cfmDNA profiles were found between patients with favorable and unfavorable clinical outcomes of the anti-PD-1 and baseline signatures correlated with progression-free survival and overall survival. Moreover, there was a higher concentration of plasma sCD14 in patients with unfavorable clinical outcomes. High baseline sCD14 level and its increase during the therapy prognosticated worse survival outcomes. Taken together, this preliminary study indicates the potential of circulating cfmDNA signatures and plasma sCD14 levels as biomarkers of clinical outcomes of ICIs.