Malignant peritoneal mesothelioma (MPeM) is a type of rare and highly lethal tumor. Immune checkpoint blockade (ICB)-based therapy has shown encouraging clinical activity for MPeM. However, no definitive biomarkers have been identified for predicting which patients with MPeM will benefit from ICB-based therapy. At present, there are several novel potential biomarkers proposed for predicting the response to ICB-based therapy, and biomarkers available in MPeM cells and in the tumor microenvironment have been identified with the potential to predict the efficacy of ICB-based therapy in MPeM. According to the molecular characteristics of MPeM itself, the feasibility of biomarkers in practice, and the body of available evidence, we hypothesize that the following five types of biomarkers can be used to predict the response of ICB-based therapy in patients with MPeM: Tertiary lymphoid structures, immune checkpoints and their ligands, fusion gene neoantigen burden, BRCA1-associated protein-1 haploinsufficiency and transcriptome-based biomarkers. The present review discusses the value and limitations of each type of biomarker, and potential solutions to address the limitations are proposed. The aim of the present review is to provide a background for future studies on ICB-based therapy for MPeM.