Immune checkpoint inhibitors (ICI) are an important development in the treatment of advanced cancer. A substantial proportion of patients treated with ICI do not respond, and additionally patients discontinue treatment due to adverse effects. While many novel biological markers related to the specific mechanisms of ICI actions have been investigated, there has also been considerable research to identify routinely available blood and clinical markers that may predict response to ICI therapy. If validated, these markers have the advantage of being easily integrated into clinical use for nominal expense. Several markers have shown promise, including baseline and post-treatment changes in leucocyte counts, lactate dehydrogenase and C-reactive protein. While promising, the results between studies have been inconsistent due to small sample sizes, follow-up time and variability in the assessed markers. To date, research on routinely available blood and clinical markers has focussed primarily on ICI use in melanoma, the use of ipilimumab and on univariate associations, but preliminary evidence is emerging for other cancer types, other ICIs and for combining markers in multivariable clinical prediction models.