With the rapid adoption of immunotherapy for the treatment of cancer comes the pressing need for readily accessible biomarkers to guide immunotherapeutic strategies and offer insights into outcomes with specific treatments. Regular sampling of solid tumour tissues outside of melanoma for immune monitoring is not often feasible; conversely, routine, frequent interrogation of circulating immune biomarkers is entirely possible. As immunotherapies and immune checkpoint inhibitors, in particular, are more widely used in first-line, neoadjuvant, and metastatic settings, the discovery and validation of peripheral immune biomarkers are urgently needed across solid tumour types for improved prediction and prognostication of clinical outcomes in response to immunotherapy, as well as elucidation of mechanistic underpinnings of the intervention. Careful experimental design, encompassing both retrospective and prospective studies, is required in such biomarker identification studies, and concerted efforts are essential for their advancement into clinical settings.