Background: The activity of PD-1/PD-L1 inhibitors in the treatment of advanced bladder cancer (BC) is promising for many patients. However, a subset of patients do not benefit from treatment, thus leading to an effort to better identify predictive molecular biomarkers of response. Objective: To conduct a systematic review of the literature on predictive molecular biomarkers associated with response to PD-1 and PD-L1 inhibitors in advanced bladder cancer, defined as locally-advanced, unresectable, or metastatic (mBC) disease. Methods: A search of the literature was performed using Embase (1947-January 2019), Medline (1946-January 2019), and EBM Reviews for Cochrane Central Register of Controlled Trials (as of December 2018). Studies examining the association of molecular biomarkers with clinical outcome in BC treated with PD-1 or PD-L1 monotherapy were included. Outcomes of interest were overall survival (OS), cancer-specific survival (CSS), progression-free survival (PFS), duration of response, and objective response rate (ORR). Results: Using the study search criteria, 899 unique abstract citations were found, of which 834 did not meet the eligibility criteria. Full text of the remaining 65 citations were screened, and 50 studies excluded, including 18 review articles. Eight additional studies from the bibliography of the review papers were included, making a total of 23 studies. Five PD-1 / PD-L1 antibodies have been tested in BC immunohistochemistry (IHC). These studies used different expression scoring criteria and generally had poor ability to discriminate likelihood for response. Overall, the data suggests CD8 + T cell infiltration is necessary to mediate an antitumor immune response, but other immune cell populations, such as neutrophils may suppress T cell-mediated immunity and efficacy of PD-1/PD-L1 blockade. An IFN␥ signature is a promising predictor, but there needs to be consensus on the optimal gene panel composition, and prospective validation. Tumor mutation burden (TMB) is a promising predictor in six studies reporting on 1200 patients, but there is not a consensus on the optimal definition of "high TMB". Detection of T cell receptor (TCR) clonal expansion has only been conducted in small studies and so its predictive value remains inconclusive. Epithelial-mesenchymal transformation (EMT) and transforming growth factor  (TGF) are associated with poor prognosis and possibly intrinsic resistance to PD-1/PD-L1 checkpoint blockade, but more work needs to be done to build upon and confirm the initial findings.