Small-cell lung cancer accounts for about 15% of lung cancers with an extremely poor prognosis. The incorporation of immunotherapy to platinum-based chemotherapy offers sustained overall survival benefits and become the standard for the first-line setting of extensive-stage small-cell lung cancer. However, only a limited number of patients derive prolonged benefits. Although novel immunomodulatory agents and combination strategies are currently under investigation, identifying patients who are likely to obtain clinical benefits from this therapeutic approach is urgently needed. The modest therapeutic response to immunotherapy can be explained by various mechanisms. Traditional biomarkers do not guide immunotherapeutic decision-making in small-cell lung cancer. Notably, recent progress in the understanding of the molecular typing of small-cell lung cancer based on multi-omics data might bring new sights. This review summarizes the potential biomarkers for small-cell lung cancer immunotherapy based on clinical trials and preclinical studies. Moreover, important constraints in identifying biomarkers for small-cell lung cancer treatment are discussed.