Nivolumab is a human monoclonal antibody against the immune checkpoint receptor programmed death‐1, inhibiting binding to programmed death‐ligand 1 or 2 (PD‐L1 or PD‐L2). This phase 2 study evaluated the efficacy and safety of nivolumab in patients with advanced/recurrent uterine cervical cancer, uterine corpus cancer, or soft tissue sarcoma (STS). Patients received nivolumab 240 mg at 2‐week intervals. Primary endpoint was objective response rate; secondary endpoints included overall survival, progression‐free survival, and safety. PD‐L1 expression and microsatellite‐instability (MSI) status were analyzed as potential efficacy biomarkers. Objective response rate was 25%, 23%, and 0% in patients with cervical cancer (n = 20), corpus cancer (n = 22), and STS (n = 21), respectively. The lower 80% confidence intervals of objective response rates in patients with cervical or corpus cancer exceeded the threshold rate (5%); the primary endpoint was met in cervical and corpus cancer, but not in STS. Median progression‐free survival was 5.6, 3.4, and 1.4 months, and 6‐month overall survival was 84%, 73%, and 86% in cervical cancer, corpus cancer, and STS, respectively. The objective response rate was higher in patients with cervical cancer with PD‐L1‐positive (n = 5/15; 33%) versus PD‐L1‐negative (n = 0/5; 0%) tumors. The two patients with corpus cancer classified as MSI‐high responded; the six patients classified as microsatellite stable did not respond. Overall, nivolumab showed acceptable toxicity in all cohorts, with evidence of clinical activity in uterine cervical or corpus cancer, but not in STS. PD‐L1 expression in cervical cancer and MSI‐high in corpus cancer may predict clinical activity of nivolumab in these cancers.