Because only a subset of cancer patients can benefit from immunotherapy, identifying predictive biomarkers of ICI therapy response is of utmost importance. We analyzed the association between hemoglobin (HGB) levels and clinical outcomes in 1,479 ICIs-treated patients across 16 cancer types. We explored the dose-dependent associations between HGB levels and survival and immunotherapy response using the spline-based cox regression analysis. Furthermore, we investigated the associations across subgroups of patients with different clinicopathological characteristics, treatment programs and cancer types using the bootstrap resampling method. HGB levels correlated positively with clinical outcomes in cancer patients receiving immunotherapy but not in those without immunotherapy. Moreover, this association was independent of other clinicopathological characteristics (such as sex, age, tumor stage and tumor mutation burden (TMB)), treatment program and cancer type. Also, this association was independent of the established biomarkers of immunotherapy response, including TMB, PD-L1 expression and microsatellite instability. The combination of TMB and HGB level are more powerful in predicting immunotherapy response than TMB alone. Multi-omics analysis showed that HGB levels correlated positively with antitumor immune signatures and negatively with tumor properties directing antitumor immunosuppression, such as homologous recombination defect, stemness and intratumor heterogeneity. The HGB measure has the potential clinical value as a novel biomarker of immunotherapy response that is easily accessible from clinically routine examination. The combination of TMB and HGB measures have better predictive performance for immunotherapy response than TMB.