Immunodiagnostic markers applicable on tissue or cytologic material may be prognostic or predictive of response to immunomodulatory drugs and may also be classified according to whether they are cell-specific or tumor-tissue-specific. Cell-specific markers are evaluated under the microscope as (I) morphological, corresponding to the assessment of tumor infiltrating immune cells on routine hematoxylin & eosin (H&E) sections; and (II) immunophenotypic, including the immunohistochemical (IHC) assessment of markers characteristic for tumor infiltrating immune cells. Tumor-tissue-specific markers are assessed in tissue extracts that may be enriched in neoplastic cells but almost inevitably also contain stromal and immune cells infiltrating the tumor. Such markers include (I) immune-response-related gene expression profiles, and (II) tumor genotype characteristics, as recently assessed with large-scale genotyping methods, usually next generation sequencing (NGS) applications. Herein, we discuss the biological nature of immunodiagnostic markers, their potential clinical relevance and the shortcomings that have, as yet, prevented their clinical application.