Cancer immunotherapy using immune-checkpoint blockade (ICB) has created a paradigm shift in the treatment of advanced-stage cancers. The promising antitumour activity of monoclonal antibodies targeting the immune-checkpoint proteins CTLA-4, PD-1, and PD-L1 led to regulatory approvals of these agents for the treatment of a variety of malignancies. Patients might experience clinical benefits from treatment with these agents, despite unconventional patterns of tumour response that can be misinterpreted as disease progression, warranting a new, specific approach to evaluate responses to immunotherapy. In addition, biomarkers that can predict responsiveness to ICB are being extensively investigated to further advance precision immunotherapy. Herein, we review the biological mechanisms underlying the unconventional response patterns associated with ICB, describe strategies for the objective assessments of such responses, and also highlight the ongoing efforts to identify biomarkers, in order to guide treatment with ICB. We provide state-of-the-art knowledge of immune-related response evaluations, identify unmet needs requiring further investigations, and propose future directions to maximize the benefits of ICB therapy.