The efficiency of immunotherapy using monoclonal antibodies that inhibit immune checkpoints has been proven in many clinical studies and well documented by numerous registration approaches. To date, PD-L1 expression on tumor and immune cells, tumor mutation burden (TMB), and microsatellite instability (MSI) are the only validated predictive factors used for the qualification of cancer patients for immunotherapy. However, they are not the ideal predictive factors. No response to immunotherapy could be observed in patients with high PD-L1 expression, TMB, or MSI. On the other hand, the effectiveness of this treatment method also may occur in patients without PD-L1 expression or with low TMB and with microsatellite stability. When considering the best predictive factor, we should remember that the effectiveness of immunotherapy relies on an overly complex process depending on many factors. To specifically stimulate lymphocytes, not only should their activity in the tumor microenvironment be unlocked, but above all, they should recognize tumor antigens. The proper functioning of the anticancer immune system requires the proper interaction of many elements of the specific and non-specific responses. For these reasons, a multi-parameter analysis of the immune system at its different activity levels is considered a very future-oriented predictive marker. Such complex immunological analysis is performed using modern molecular biology techniques. Based on the gene expression studies, we can determine the content of individual immune cells within the tumor, its stroma, and beyond. This includes all cell types from active memory cytotoxic T cells, M1 macrophages, to exhausted T cells, regulatory T cells, and M2 macrophages. In this article, we summarize the possibilities of using an immune system analysis to predict immunotherapy efficacy in cancer patients. Moreover, we present the advantages and disadvantages of immunoprofiling as well as a proposed future direction for this new method of immune system analysis in cancer patients who receive immunotherapy.