The study investigated the relationship between serum proinflammatory cytokine levels, cholesterol metabolism, and clinical outcome in cancer patients undergoing immune checkpoint inhibitors (ICIs). Peripheral blood was collected before therapy from ICI-treated advanced cancer patients. We retrospectively assessed plasma total cholesterol (TC), ABCA1- and ABCG1-mediated cholesterol efflux (CE), passive diffusion (PD), cholesterol loading capacity (CLC), and serum IL-6, IL-10, and TNF-α. The association between blood cholesterol parameters and inflammatory cytokines and their effect on overall survival (OS), progression-free survival (PFS), and clinical benefit (CB) from ICIs were statistically assessed. Among 70 consecutively enrolled patients (nonsmall cell lung cancer: 94%; renal cell carcinoma: 6%), TC, CLC, and cholesterol PD resulted significantly higher in IL-6low and IL-10low cases (P<0.05), whereas ABCA1-mediated CE was increased in IL-10high patients (P=0.018). Uni- and multivariable analysis revealed meaningfully longer OS and PFS in IL-6low (HR 2.13 and 2.97, respectively) and IL-10low (HR 3.17 and 2.62) groups. At univariate analysis all cholesterol-related indices significantly correlated with OS and PFS, whereas at multivariate only high PD was validated as a protection factor (OS, HR 0.75; PFS, HR 0.84). Finally, uni- and multivariable showed a statistically significant inverse association of CB with ABCG1-CE (OR 0.62), as with IL-6 (OR 0.13) and IL-10 (OR 0.10). In-depth characterization of the interplay between blood cholesterol metabolism and immune-inflammatory cytokines might provide novel insights into the complex relationship among cancer, inflammation, lipids profile, and response to immunotherapy.