Melanoma remains a serious form of skin cancer in Europe and worldwide. Localized, early-stage melanomas can usually be treated with surgical excision. However, the prognosis is poorer for patients with advanced disease. Before 2011, treatment for advanced melanoma included palliative surgery and/or radiotherapy, and chemotherapy with or without immunotherapy, such as interleukin-2. As none of these treatments had shown survival benefits in patients with advanced melanoma, European guidelines had recommended that patients be entered into clinical trials. The lack of approved first-line options and varying access to clinical trials meant that European clinicians relied on experimental regimens and chemotherapy-based treatments when no other options were available. Since 2011, ipilimumab, an immuno-oncology therapy, and vemurafenib and dabrafenib, targeted agents that inhibit mutant BRAF, have been approved by the European Medicines Agency for the treatment of advanced melanoma. More recently, the MEK inhibitor, trametinib, received European marketing authorization for use in patients with BRAF mutation-positive advanced melanoma. In 2014, the anti-PD-1 antibody nivolumab was approved as a first-line therapy in Japan. Whereas nivolumab and another anti-PD-1 antibody, pembrolizumab, were approved as second-line therapies in the USA, their recent approval in Europe are for first-line use based on new clinical trial data in this setting. Together these agents are changing clinical practice and making therapeutic decisions more complex. Here, we discuss current and emerging therapeutic options for the first-line treatment of advanced melanoma, and how these therapies can be optimized to provide the best possible outcomes for patients.