Novel treatment modalities like targeted therapies and Immune checkpoint inhibitors have revolutionised the therapeutic landscape in oncology and hematology, significantly improving outcomes even in clinical contexts in which little improvement had been observed for decades such as metastatic melanoma, lung cancer, and lymphoproliferative neoplasms such as chronic lymphoid leukemia or Hodgkin lymphoma. However, major issues remain unsolved, given the frequent occurrence of primary or secondary resistance and the still incomplete understanding of the physiopathology of adverse events, which represent a major cause of morbidity and treatment interruption and often remain difficult to treat and diagnose. In this complex landscape, identifying the best treatment option for each patient remains challenging. For both targeted therapies and Immune checkpoint inhibitors, several biomarkers have been reported, but their implementation in clinical practice is still uncommon, and most of the decision-making process remains based on purely clinical considerations or constraints dictated by the regulatory bodies. Obstacles to biomarker-driven decision making are manifold and include insufficient understanding of the underlying biology, lack of strong evidence on their predictive power and limited tumor sampling, which may be circumvented by non-invasive techniques such as liquid biopsies.