Immunotherapy with checkpoint blockade of pro-grammed death 1 (PD-1) and cytotoxic T-lymphocyte-associated antigen 4 (CTLA-4) has substantially increased the number of anticancer agents in our arsenal. However, these therapies are not effective in all cancer types, benefitting only a subset of patients with susceptible, immunogenic cancers. This problem is especially significant in gastrointestinal malignancies, which infrequently respond to immunotherapy. Although we clearly need more accurate biomarkers to predict response to immune checkpoint inhibition in gastrointestinal cancers, the established markers of mismatch repair deficiency, microsatellite instability, programmed death ligand 1 (PD-L1) expression, and tumor mutational burden are good starting points to identify patients who may benefit. Tumor-infiltrating lymphocytes, Epstein-Barr virus, and the stool microbiome are candidates for future immuno-oncology biomarkers in gastrointestinal malignancies. The availability of better biomarkers will improve patient selection for immunotherapy; it will also improve the design of clinical trials of agents intended for this population of patients, who require more effective treatment options.