Background: The fact that studies on anti-programmed cell death 1 (PD-1) or its relevant ligand 1 (PD-L1) have yielded such few responses greatly decreases the confidence in immunotherapy with checkpoint inhibitors for advanced osteosarcoma. We examined 35 advanced osteosarcoma specimens, characterized the expression of various checkpoint molecules with immunohistochemistry and analyzed the relationship of the expression of these checkpoint molecules with patients’ clinical courses. Methods: Immunohistochemistry for B7-H3, CD47, PD-L1, TIM3, TGF-β, CXCR 4, CD27, IDO1, KIRs and SDF-1 was performed on 35 resected advanced osteosarcoma specimens. Associations between the marker levels and clinicopathological variables and survival were evaluated. Results: The positive rates of B7-H3, CD47, PD-L1, TIM3, and TGF-β expression in this sample of 35 heavily treated osteosarcomas were 29% (10/35), 15% (5/35), 9% (3/35), 6% (2/35) and 6% (2/35), respectively, and diverse staining intensities were observed. Among these advanced patients, 15/35 (43%) had positive checkpoint expression, of whom 33% (5/15) showed evidence of the coexpression of more than 1 checkpoint molecule. We did not find any obvious correlation with clinicopathological characteristics and the positive expression of these molecules; however, for this small sample, a tendency for benefiting from anti-PD-1 therapy was observed in patients with positive B7-H3 expression (P = 0.057). Conclusions: Our study first reported that only a small subset of progressive osteosarcomas expressed tumor immune-associated checkpoint molecules. Those osteosarcomas that had ever been responsive to anti-PD-1 therapy usually had evidence of the coexpression of multiple checkpoint molecules.