Immune-checkpoint blockade has revolutionized cancer therapy. In particular, inhibition of programmed cell death protein 1 (PD-1) has been found to be effective for the treatment of metastatic melanoma and other cancers. Despite a dramatic increase in progression-free survival, a large proportion of patients do not show durable responses. Therefore, predictive biomarkers of a clinical response are urgently needed. Here we used high-dimensional single-cell mass cytometry and a bioinformatics pipeline for the in-depth characterization of the immune cell subsets in the peripheral blood of patients with stage IV melanoma before and after 12 weeks of anti-PD-1 immunotherapy. During therapy, we observed a clear response to immunotherapy in the T cell compartment. However, before commencing therapy, a strong predictor of progression-free and overall survival in response to anti-PD-1 immunotherapy was the frequency of CD14CD16HLA-DR monocytes. We confirmed this by conventional flow cytometry in an independent, blinded validation cohort, and we propose that the frequency of monocytes in PBMCs may serve in clinical decision support.