Prospectively defined retrospective correlative exploratory analyses tested bio specimens from 52 treatment-naïve patients receiving axitinib and pembrolizumab (starting doses 5 mg twice-daily and 2 mg/kg every 3 weeks). Higher baseline tumor levels of CD8 showed a trend toward longer PFS (hazard ratio [HR] 0.4; P = 0.091). Higher baseline serum levels of CXCL10 (P = 0.0197) and CEACAM1 (P = 0.085) showed a trend toward better ORR and longer PFS, respectively.