BackgroundTo date, standardizing clinical predictive biomarkers for assessing the response to immunotherapy remains challenging due to variations in personal genetic signatures, tumour microenvironment complexities and epigenetic onco‐mechanisms.Main BodyEarly monitoring of key non‐coding RNA (ncRNA) biomarkers may help in predicting the clinical efficacy of cancer immunotherapy and come up with standard predictive ncRNA biomarkers. For instance, reduced miR‐125b‐5p level in the plasma of non‐small cell lung cancer patients treated with anti‐PD‐1 predicts a positive outcome. The level of miR‐153 in the plasma of colorectal cancer patients treated with chimeric antigen receptor T lymphocyte (CAR‐T) cell therapy may indicate the activation of T‐cell killing activity. miR‐148a‐3p and miR‐375 levels may forecast favourable responses to CAR‐T‐cell therapy in B‐cell acute lymphoblastic leukaemia. In cancer patients treated with the GPC3 peptide vaccine, serum levels of miR‐1228‐5p, miR‐193a‐5p and miR‐375‐3p were reported as predictive biomarkers of good response and improved overall survival. Therefore, there is a critical need for further studies to elaborate on the key ncRNA biomarkers that have the potential to predict early clinical responses to immunotherapy.ConclusionsThis review summarises important predictive ncRNA biomarkers that were reported in cancer patients treated with different immunotherapeutic modalities including monoclonal antibodies, small molecule inhibitors, cancer vaccines and CAR‐T cells. In addition, a concise discussion on forthcoming perspectives is provided, outlining technical approaches for the optimal utilisation of immune‐modulatory ncRNA biomarkers as predictive tools and therapeutic targets.