Cancer is one of the main causes of death in Korea and requires early detection and treatment. Accordingly, cancer immunotherapy using individual immune responses is emerging as a new treatment. In this study, we predicted clinical responses to immunotherapy largely based on genetic and epigenetic alterations. First, we constructed a convolutional neural network (CNN) based DeepNeo model to discover neoantigens that not only bind to major histocompatibility complexes (MHCs) but also react with T cells. As a result of predicting clinical responses to immunotherapy in multiple cancer types, it was confirmed that DeepNeo outperforms the previous prediction markers and consequently, we can expect a more accurate prediction with our model. Next, to predict responses based on methylation level, one of epigenetic changes, it was confirmed a high predictive power with selected 10 LINE-1 regions in tumor tissue samples. In addition, there was a substantial correlation between methylation levels of a cell free DNA (cfDNA) and of a tumor tissue. Finally, we suggested the probability that a cfDNA can be a non-invasive and simple prediction marker of cancer immunotherapy as an alternative for a tumor tissue.