Immune checkpoint blockade (ICB) has revolutionized the prognosis of several advanced-stage solid tumors. However, its success has been far more limited in hematological malignancies and is mostly restricted to classical Hodgkin lymphoma (cHL) and primary mediastinal B cell lymphoma (PMBCL). In patients with non-Hodgkin lymphoma (NHL), response to PD-1/PD-L1 ICB monotherapy has been relatively limited, although some subtypes are more sensitive than others. Numerous predictive biomarkers have been investigated in solid malignancies, such as PD-L1 expression, tumor mutational burden (TMB) and microsatellite instability (MSI), among others. This review aims to appraise the current knowledge on PD-1/PD-L1 ICB efficacy in lymphoma when used either as monotherapy or combined with other agents, and describes potential biomarkers of response in this specific setting.