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Introduction: We investigated the efficacy and toxicity of pembrolizumab in patients with mesothelioma from a real-world Australian population. We aimed to determine clinical factors and predictive biomarkers that could help select patients who are likely to benefit from pembrolizumab. Method: Patients with mesothelioma who were treated with pembrolizumab as part of the Insurance and Care New South Wales compensation scheme were included. Clinical information was collected retrospectively. Tumor biomarkers such as programmed death-ligand 1 (PD-L1), BAP1, and CD3-positive (CD3+) tumor-infiltrating lymphocytes (TILs) were examined using archival formalin-fixed paraffin-embedded tumor samples. Results: A total of 98 patients were included with a median age of 70 years (range, 46–91 y); 92% were men; 76% had epithelioid subtype; 21% had an Eastern Cooperative Oncology Group (ECOG) performance status of 0. Pembrolizumab was used as second-line or subsequent-line treatment in 94 patients and as first-line treatment in four patients. The overall response rate was 18%, and the disease control rate was 56%. The median progression-free survival (PFS) was 4.8 months (95% confidence interval: 3.6–6.2), and the median overall survival (OS) was 9.5 months (95% confidence interval: 6.6–13.7). Immune-related adverse events occurred in 27% of patients, of which nine (9%) were of grade 3 or higher. In the multivariable analysis, factors independently associated with longer PFS included baseline ECOG status of 0 (median PFS: 12 mo versus 4 mo, p < 0.01) and PD-L1 tumor proportion score of greater than or equal to 1% (median PFS: 6 mo versus 4 mo, p < 0.01). Baseline platelet count of less than or equal to 400 × 109/liter was independently associated with longer PFS and OS (median PFS: 6 mo versus 2 mo, p = 0.05; median OS: 10 mo versus 4 mo, p = 0.01), whereas lack of pretreatment dexamethasone was independently associated with OS but not PFS (median OS: 10 mo versus 3 mo, p = 0.01). The odds of response were higher for patients with baseline ECOG status of 0 (p = 0.02) and with greater than or equal to 5% CD3+ TILs in the tumor (p < 0.01). PD-L1 expression, BAP1 loss, and CD3+ TILs in the stroma were not significantly associated with the overall response rate. Conclusions: Immunotherapy is a reasonable treatment option for patients with mesothelioma. Our results are comparable to other clinical trials investigating pembrolizumab in mesothelioma in terms of response. Good performance status assessment remains the most robust predictor for patient outcomes. CD3+ TILs in the tumor may help select patients that are likely to respond to pembrolizumab, whereas factors such as PD-L1 expression, baseline platelet count, and lack of pretreatment dexamethasone may help predict survival outcomes from pembrolizumab treatment.