Head and neck squamous cell carcinoma are one of the most common types of cancer worldwide. Although a variety of treatment methods such as surgery, radiotherapy, chemotherapy, and targeted therapy are widely used in diagnosing and treating HNSCC, the survival prognosis of patients has not been significantly improved in the past decades. As an emerging treatment approach, immunotherapy has shown exciting therapeutic effects in R/M HNSCC. However, the current screening methods are still insufficient, and there is a significant need for reliable predictive biomarkers for personalized clinical management and new therapeutic strategies. This review summarized the application of immunotherapy in HNSCC, comprehensively analyzed the existing bioinformatic studies on immunotherapy in HNSCC, evaluated the current methods of tumor immune heterogeneity and immunotherapy, and aimed to screen molecular markers with potential predictive significance. Among them, PD-1 has obvious predictive relevance as the target of existing immune drugs. Clonal TMB is a potential biomarker for HNSCC immunotherapy. The other molecules, including IFN-gamma, CXCL, CTLA-4, MTAP, SFR4/CPXM1/COL5A1, TILs, CAFs, exosomes, and peripheral blood indicators, may have suggestive significance for tumor immune microenvironment and prognosis of immunotherapy.