The implementation of immunotherapy has radically changed the treatment of oncological patients. Currently, immunotherapy is indicated in the treatment of patients with head and neck tumors, melanoma, lung cancer, bladder tumors, colon cancer, cervical cancer, breast cancer, Merkel cell carcinoma, liver cancer, leukemia and lymphomas. However, its efficacy is restricted to a limited number of cases. The challenge is, therefore, to identify which subset of patients would benefit from immunotherapy. To this end, the establishment of immunotherapy response criteria and predictive and prognostic biomarkers is of paramount interest. In this report, a group of experts of the Spanish Society of Medical Oncology (SEOM), the Spanish Society of Medical Radiology (SERAM), and Spanish Society of Nuclear Medicine and Molecular Imaging (SEMNIM) provide an up-to-date review and a consensus guide on these issues.