In the past decade, immunotherapies have been emerging as an effective way to treat cancer. Among several categories of immunotherapies, immune checkpoint inhibitors (ICIs) are the most well-known and widely used options for cancer treatment. Although several studies continue, this treatment option has yet to be developed into a precise application in the clinical setting. Recently, omics as a high-throughput technique for understanding the genome, transcriptome, proteome, and metabolome has revolutionized medical research and led to integrative interpretation to advance our understanding of biological systems. Advanced omics techniques, such as multi-omics, single-cell omics, and typical omics approaches, have been adopted to investigate various cancer immunotherapies. In this review, we highlight metabolomic studies regarding the development of ICIs involved in the discovery of targets or mechanisms of action and assessment of clinical outcomes, including drug response and resistance and propose biomarkers. Furthermore, we also discuss the genomics, proteomics, and advanced omics studies providing insights and comprehensive or novel approaches for ICI development. The overview of ICI studies suggests potential strategies for the development of other cancer immunotherapies using omics techniques in future studies.