In recent years, immune checkpoint inhibition (ICI) therapy has made a tremendous improvement in the treatment of malignant tumors of gastrointestinal tract, especially for those with metastatic or recurrent lesions. However, while some patients benefit from ICI, others do not. In fact, predictive biomarkers can play a crucial role in screening patients who may benefit from a selected or targeted treatment, including immunotherapies such as programmed death-1/programmed death-1 ligand 1 (PD-1/PD-L1) inhibitors. A variety of techniques can be used to detect and quantify tumor biomarkers, each of which has a specific clinical application scenario and limitations. Cancer biomarkers in the gastrointestinal system involve an extremely complex network that requires careful interpretation and analysis. Different prognostic or predictive biomarkers are playing important roles in various tumor types, stages, and pathology/molecular subgroups, sometimes overlapping. Expression levels of biomarkers vary between different tumor types and even between the different lesions in the same tumor, depending on the heterogeneity of the patient, the tumor types, and the techniques of detection. The present systematic review comprehensively summarizes the potential biomarkers of immunotherapy, such as PD-1/PD-L1, total mutation burden (TMB), and tumor-infiltrating lymphocytes (TILs) in various gastrointestinal tumors, including tumors of the colon, stomach, esophagus, liver, and pancreas, to assist future application of immunotherapy and patient selection in clinical practice.