Cancer immunotherapy has improved patient survival for multiple cancer types, including melanoma. A variety of molecular features have been linked to response to immune checkpoint inhibitors (ICI) treatment1-3. Clinically established biomarkers, tumour mutation burden (TMB)4 and expression of PD-L15, have not effectively fulfilled the role of accurately categorising responders versus non-responders. Due to the complex nature of ICI response, which includes cancer intrinsic features and cancer extrinsic features within the tumour microenvironment (TME)6, using a single biomarker to predict response is not sufficient and necessitating a need to identify accurate clinical and molecular predictors of treatment response. Here we integrate clinical, DNA and RNA sequencing data from four datasets, comprising 138 melanoma patients treated with ICI, to develop machine learning models of ICI response. We evaluated the performance of each model using an independent dataset of patients with cutaneous melanoma (n=53). The best predictive model was the multi-omic ensemble model combining logistic regression and random forest, with AUC-ROC of 0.78 when predicting response in the independent cutaneous dataset. Using the explainability method SHAP we predicted thresholds for mutational signatures, neoantigen load, immune cell-type abundance and immune receptor LAG3 expression as key features linked to response. These thresholds may be specific to sample processing and analytical approaches employed. The model was applied to additional non-cutaneous melanoma patients (n=15) correctly predicting response for 11 cases. This approach highlights patient response to ICI involves cancer intrinsic and extrinsic features and identifies candidate biomarkers to inform the use of ICI in melanoma.