Recent advances in pharmacogenomics have generated a wealth of data of different types whose analysis have helped in the identification of signatures of different cellular sensitivity/resistance responses to hundreds of chemical compounds. Among the different data types, gene expression has proven to be the more successful for the inference of drug response in cancer cell lines. Although effective, the whole transcriptome can introduce noise in the predictive models, since specific mechanisms are required for different drugs and these realistically involve only part of the proteins encoded in the genome. We analyzed the pharmacogenomics data of 961 cell lines tested with 265 anti-cancer drugs and developed different machine learning approaches for dissecting the genome systematically and predict drug responses using both drug-unspecific and drug-specific genes. These methodologies reach better response predictions for the vast majority of the screened drugs using tens to few hundreds genes specific to each drug instead of the whole genome, thus allowing a better understanding and interpretation of drug-specific response mechanisms which are not necessarily restricted to the drug known targets.