We developed a human melanoma model using the HT168-M1 cell line to induce IFN-α2 resistance in vitro (HT168-M1res), which was proven to be maintained in vivo in SCID mice. Comparing the mRNA profile of in vitro cultured HT168-M1res cells to its sensitive counterpart, we found 79 differentially expressed genes (DEGs). We found that only a 13-gene core of the DEGs was stable in vitro and only a 4-gene core was stable in vivo. Using an in silico cohort of IFN-treated melanoma tissues, we validated a differentially expressed 9-gene core of the DEGs. Furthermore, using an in silico cohort of immune checkpoint inhibitor (ICI)-treated melanoma tissues, we tested the predictive power of the DEGs for the response rate. Analysis of the top four upregulated and top four downregulated genes of the DEGs identified WFDC1, EFNA3, DDX10, and PTBP1 as predictive genes, and analysis of the “stable” genes of DEGs for predictive potential of ICI response revealed another 13 genes, out of which CDCA4, SOX4, DEK, and HSPA1B were identified as IFN-regulated genes. Interestingly, the IFN treatment associated genes and the ICI-therapy predictive genes overlapped by three genes: WFDC1, BCAN, and MT2A, suggesting a connection between the two biological processes.