The approval of immunotherapy for stage II-IV melanoma has underscored the need for improved immune-based predictive and prognostic biomarkers. For resectable stage II-III patients, adjuvant immunotherapy has proven clinical benefit, yet many patients experience significant adverse events and may not require therapy. In the metastatic setting, single agent immunotherapy cures many patients but, in some cases, more intensive combination therapies against specific molecular targets are required. Therefore, the establishment of additional biomarkers to determine a patient’s disease outcome (i.e., prognostic) or response to treatment (i.e., predictive) is of utmost importance. Multiple methods ranging from gene expression profiling of bulk tissue, to spatial transcriptomics of single cells and artificial intelligence-based image analysis have been utilized to better characterize the immune microenvironment in melanoma to provide novel predictive and prognostic biomarkers. In this review, we will highlight the different techniques currently under investigation for the detection of prognostic and predictive immune biomarkers in melanoma.