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The improvement of the immunotherapeutic potential in most human cancers, including melanoma, requires the identification of increasingly detailed molecular features underlying the tumor immune responsiveness and acting as disease-associated biomarkers. In recent past years, the complexity of the immune landscape in cancer tissues is being steadily unveiled with a progressive better understanding of the plethora of actors playing in such a scenario, resulting in histopathology diversification, distinct molecular subtypes, and biological heterogeneity. Actually, it is widely recognized that the intracellular patterns of alterations in driver genes and loci may also concur to interfere with the homeostasis of the tumor microenvironment components, deeply affecting the immune response against the tumor. Among others, the different events linked to genetic instability—aneuploidy/somatic copy number alteration (SCNA) or microsatellite instability (MSI)—may exhibit opposite behaviors in terms of immune exclusion or responsiveness. In this review, we focused on both prevalence and impact of such different types of genetic instability in melanoma in order to evaluate whether their use as biomarkers in an integrated analysis of the molecular profile of such a malignancy may allow defining any potential predictive value for response/resistance to immunotherapy.