Background: Immunotherapy has transformed cancer treatment; however, predicting treatment response remains challenging. Serum biomarkers can help identify patients who are most likely to benefit from immunotherapy. Objective: This study evaluates the relationship between serum growth differentiation factor 15 (GDF-15) and interleukin-6 (IL-6) levels and treatment outcomes in cancer patients undergoing second-line immunotherapy. Methods: We conducted a prospective observational study involving 85 patients with non-small-cell lung cancer (NSCLC), renal cell carcinoma (RCC), or malignant melanoma treated with nivolumab. The baseline serum levels of GDF-15 and IL-6 were measured by using ELISA kits. The primary endpoints were progression-free survival (PFS) and overall survival (OS), with cachexia as a secondary outcome. Results: Elevated GDF-15 levels were significantly associated with shorter PFS (HR: 0.55, 95% CI: 0.32–0.96, p = 0.032) and OS (HR: 0.47, 95% CI: 0.25–0.90, p = 0.020). Higher IL-6 levels correlated with shorter PFS, though statistical significance was not achieved. Additionally, high GDF-15 levels were linked to increased cachexia incidence (p = 0.037). Conclusion: Our findings indicate that GDF-15 could serve as a prognostic biomarker for immunotherapy response and may also be a target for cachexia management. Further studies should explore its potential to guide clinical decision making in oncology.