Immune checkpoint inhibitor (ICI) treatments produce clinical benefit in many patients. However, better pretreatment predictive biomarkers for ICI are still needed to help match individual patients to the treatment most likely to be of benefit. Existing gene expression profiling (GEP)-based biomarkers for ICI are primarily focused on measuring a T cell-inflamed tumor microenvironment that contributes positively to the response to ICI. Here, we identified an immunosuppression signature (IMS) through analyzing RNA sequencing data from a combined discovery cohort (n = 120) consisting of three publicly available melanoma datasets. Using the ratio of an established IFN-γ signature and IMS led to consistently better prediction of the ICI therapy outcome compared to a collection of nine published GEP signatures from the literature on a newly generated internal validation cohort (n = 55) and three published datasets of metastatic melanoma treated with anti-PD-1 (n = 54) and anti-CTLA-4 (n = 42), as well as in patients with gastric cancer treated with anti-PD-1 (n = 45), demonstrating the potential utility of IMS as a predictive biomarker that complements existing GEP signatures for immunotherapy.