The response of patients with recurrent glioblastoma multiforme to neoadjuvant immune checkpoint blockade has been challenging to interpret due to the inter-patient and intra-tumor heterogeneity. We report on a comparative analysis of tumor tissues collected from patients with recurrent glioblastoma and high-risk melanoma, both treated with neoadjuvant checkpoint blockade. We develop a framework that uses multiplex spatial protein profiling, machine learning-based image analysis, and data-driven computational models to investigate the pathophysiological and molecular factors within the tumor microenvironment that influence treatment response. Using melanoma to guide the interpretation of glioblastoma analyses, we interrogate the protein expression in microscopic compartments of tumors, and determine the correlates of cytotoxic CD8+ T cells, tumor growth, treatment response, and immune cell-cell interaction. This work reveals similarities shared between glioblastoma and melanoma, immunosuppressive factors that are unique to the glioblastoma microenvironment, and potential co-targets for enhancing the efficacy of neoadjuvant immune checkpoint blockade.