Immunotherapy holds promise for gastric cancer, but its efficacy is constrained by primary and acquired resistance. Resistance mechanisms are complex, stemming from tumor features-such as the tumor microenvironment (TME). The TME is a dynamic ecosystem where tumor-immune-stromal interactions shape antitumor responses. Existing prognostic markers have clinical value, yet their insufficiency reflects the multidimensional nature of tumor-immune crosstalk. Emerging evidence indicates that immunotherapy response is a systems-level phenomenon. This review synthesizes current data on cellular, molecular, and systemic predictors, focusing on immune cell phenotypes, protein biomarkers, gene signatures, and metabolic factors. Integrative models capturing the functional state of the TME consistently outperform single biomarkers. Nevertheless, significant challenges remain, including a lack of standardization, limited prospective validation, and TME temporal plasticity, which complicates static biomarker assessments. Ultimately, predicting response requires understanding the tumor-immune ecosystem as an integrated, dynamic system to improve patient stratification and outcomes.