Abstract: Immunotherapy, which is represented by immune checkpoint inhibitors such as programmed death-1 (PD-1) or programmed death-ligand 1 (PD-L1) blockades, can provide continuous remission and survival benefits for patients suffering from most digestive tumors, including gastric cancer, colorectal cancer, and hepatocellular cancer (HCC). These effects are especially pronounced for patients with metastasis or recurrence. However, not all patients with gastrointestinal neoplasms respond well to anti-PD-1/PD-L1 agents. Therefore, biomarkers are urgently needed to identify which patients will respond effectively or ineffectively to such treatments, to better predict clinical effects. PD-L1 expression has gradually emerged as a potential biomarker to predict immunotherapy-based efficacy, but PD-L1 alone cannot sufficiently distinguish possible outcomes. Other molecules, such as tumor mutational burden (TMB), microsatellite instability (MSI), and circulating tumor DNA (ctDNA), are now being studied further. Unfortunately, due to their inherent limitations, currently there are no standard or well-established biomarkers in immunotherapy for digestive system tumors, especially for HCC. In this article, we summarize existing biomarkers to lay the foundations for future expectations regarding clinical treatment, and for the exploration of new biomarkers.