Malignant mesothelioma (MM) is a rare and aggressive neoplasm, usually associated with a poor prognosis (5 years survival rate <10%). For unresectable disease, platinum and pemetrexed chemotherapy has been the only standard of care in first line for more than two decades, while no standard treatments have been approved in subsequent lines. Recently, immunotherapy has revolutionized the therapeutic landscape of MM. In fact, the combination of ipilimumab plus nivolumab has been approved in first line setting. Moreover, immune checkpoint inhibitors (ICIs) showed promising results also in second-third line setting after platinum-based chemotherapy. Unfortunately, approximately 20% of patients are primary refractory to ICIs and there is an urgent need for reliable biomarkers to improve patient’s selection. Several biological and molecular features have been studied for this goal. In particular, histological subtype (recognized as prognostic factor for MM and predictive factor for chemotherapy response), programmed death ligand 1 (PD-L1) expression, and tumor mutational burden (widely hypothesized as predictive biomarkers for ICIs in several solid tumors) have been evaluated, but with unconclusive results. On the other hand, the deep analysis of tumor infiltrating microenvironment and the improvement in genomic profiling techniques has led to a better knowledge of several mechanisms underlying the MM biology and a greater or poorer immune activation. Consequentially, several potential biomarkers predictive of response to immunotherapy in patients with MM have been identified, also if all these elements need to be further investigated and prospectively validated.In this paper, the main evidences about clinical efficacy of ICIs in MM and the literature data about the most promising predictive biomarkers to immunotherapy are reviewed.