Advances in immunotherapy, including immune checkpoint inhibitors (ICIs), have transformed the standard of care for many types of cancer including melanoma. ICIs have improved the overall outcome of melanoma patients; however, a significant proportion of patients suffer from primary or secondary tumor resistance. Therefore, there is an urgent need to develop predictive biomarkers to better select patients for ICI therapy. Numerous biomarkers that predict the response of melanoma to ICIs have been investigated, including biomarker signatures based on genomics or transcriptomics. Most of these predictive biomarkers have not been systematically evaluated across different cohorts to determine the reproducibility of these signatures in metastatic melanoma. We evaluated 28 previously published predictive biomarkers of ICIs based on gene expression signatures in eight previously published studies with available RNA‐sequencing data in public repositories. We found that signatures related to IFN‐γ‐responsive genes, T and B cell markers, and chemokines in the tumor immune microenvironment are generally predictive of response to ICIs in these patients. In addition, we identified that these predictive biomarkers have higher predictive values in on‐treatment samples as compared to pretreatment samples in metastatic melanoma. The most frequently overlapping genes among the top 18 predictive signatures were CXCL10, CXCL9, PRF1, RANTES, IFNG, HLA‐DRA, GZMB, and CD8A. From gene set enrichment analysis and cell type deconvolution, we estimated that the tumors of responders were enriched with infiltrating cytotoxic T‐cells and other immune cells and the upregulation of genes related to interferon‐γ signaling. Conversely, the tumors of non‐responders were enriched with stromal‐related cell types such as fibroblasts and myofibroblasts, as well as enrichment with T helper 17 cell types across all cohorts. In summary, our approach of validating and integrating multi‐omics data can help guide future biomarker development in the field of ICIs and serve the quest for a more personalized therapeutic approach for melanoma patients.