Immune checkpoint inhibitors are a new class of monoclonal antibodies that amplify T-cell-mediated immune responses against cancer cells. The introduction of these new drugs, first anti-cytotoxic T-lymphocyte-associated protein 4 (anti-CTLA4) and then anti-programmed death-1 (anti-PD1), was a major improvement in the treatment of advanced or metastatic melanoma, a highly immunogenic tumour. The development strategy for immune checkpoint immunotherapies differed from that traditionally used for cytotoxic therapies in oncology. The choices of doses at which to conduct clinical trials, and subsequently the choice of doses at which to use these new therapies, were not based on the identification of a maximum tolerated dose from dose-escalation studies; thus, pharmacokinetic and pharmacokinetic-pharmacodynamic modelling was essential. The studies conducted have shown that the pharmacokinetics of ipilimumab were linear and not time-dependent. In addition, there was a correlation between the trough concentrations of ipilimumab and its therapeutic efficacy. On the contrary, the anti-PD1 immunotherapies nivolumab and pembrolizumab had time-dependent pharmacokinetics. Their therapeutic efficacy was not related to their trough concentration, but there was a correlation between the clearance of anti-PD1 and the survival of melanoma patients. This review highlights the complexity of interpreting the exposure-response relationships of these agents. Further studies are needed to assess the value of therapeutic drug monitoring of immune checkpoint inhibitors in the treatment of melanoma.