Immunotherapy is widely used in cancer treatment; however, only a subset of patients responds well to it. Significant efforts have been made to identify patients who will benefit from immunotherapy. Successful anti-tumor immunity depends on an intact cancer-immunity cycle, especially long-lasting CD8+ T-cell responses. Interferon (IFN)-α/β/IFN-γ/interleukin (IL)-15 pathways have been reported to be involved in the development of CD8+ T cells. And these pathways may predict responses to immunotherapy. Herein, we aimed to analyze multiple public databases to investigate whether IFN-α/β/IFN-γ/IL-15 pathways could be used to predict the response to immunotherapy. Results showed that IFN-α/β/IFN-γ/IL-15 pathways could efficiently predict immunotherapy response, and guanylate-binding protein 1 (GBP1) could represent the IFN-α/β/IFN-γ/IL-15 pathways. In public and private cohorts, we further demonstrated that GBP1 could efficiently predict the response to immunotherapy. Functionally, GBP1 was mainly expressed in macrophages and strongly correlated with chemokines involved in T-cell migration. Therefore, our study comprehensively investigated the potential role of GBP1 in immunotherapy, which could serve as a novel biomarker for immunotherapy and a target for drug development.