In summary, the novel four‐gene signature (CD8A, CD8B, TCF7, and LEF1) could serve as a predictive biomarker of the immune responses to ICB and clinical outcomes of patients with different cancers, including BRCA, THCA, LIHC, SKCM, LGG, KIRP, READ, ACC, KIRC, and UVM. This evidence concerns the gene CD8A and cancer.