Advanced natural killer/T cell lymphoma (NKTL) has demonstrated poor prognosis with currently available therapies. Here, we report the efficacy of anti-programmed death 1 (PD-1) antibody with the P-GEMOX (pegaspargase, gemcitabine, and oxaliplatin) regimen in advanced NKTL. Nine patients underwent six 21-day cycles of anti-PD-1 antibody (day 1), pegaspargase 2000 U/m2 (day 1), gemcitabine 1 g/m2 (days 1 and 8) and oxaliplatin 130 mg/m2 (day 1), followed by anti-PD-1 antibody maintenance every 3 weeks. Programmed death-ligand 1 (PD-L1) expression and genetic alterations were determined in paraffin-embedded pretreatment tissue samples using immunohistochemistry and next-generation sequencing (NGS) analysis. Responses were assessed using 18F-fluorodeoxyglucose positron emission tomography (18FDG-PET) and computed tomography or magnetic resonance imaging. Eight patients exhibited significant responses, comprising of seven complete remissions and one partial remission (overall response rate: 88.9%). After a median follow-up of 10.6 months, 6/9 patients (66.7%) remained in complete remission. The most common grade 3/4 adverse events were anemia (33.3%), neutropenia (33.3%), and thrombocytopenia (33.3%); all of which were manageable and resolved. Immunochemotherapy produced a high response rate in patients with positive PD-L1 expression (5/6, 83.3%). NGS analysis suggested that STAT3/JAK3/PD-L1 alterations and ARID1A mutation were associated with immunochemotherapy efficacy. Mutation in DDX3X and alteration in epigenetic modifiers of KMT2D, TET2, and BCORL1 might indicate a poor response to immunochemotherapy. In conclusion, the anti-PD-1 antibody plus P-GEMOX regimen demonstrated promising efficacy in advanced NKTL. PD-L1 expression combined with specific genetic alterations could be used as potential biomarkers to predict therapeutic responses to immunochemotherapy.