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The intestinal microbiota is a complex and diverse ecological community that fulfills multiple functions and substantially impacts human health. Despite its plasticity, unfavorable conditions can cause perturbations leading to so-called dysbiosis, which have been connected to multiple diseases. Unfortunately, understanding the mechanisms underlying the crosstalk between those microorganisms and their host is proving to be difficult. Traditionally used bioinformatic tools have difficulties to fully exploit big data generated for this purpose by modern high throughput screens. Machine Learning (ML) may be a potential means of solving such problems, but it requires diligent application to allow for drawing valid conclusions. This is especially crucial as gaining insight into the mechanistic basis of microbial impact on human health is highly anticipated in numerous fields of study. This includes oncology, where growing amounts of studies implicate the gut ecosystems in both cancerogenesis and antineoplastic treatment outcomes. Based on these reports and first signs of clinical benefits related to microbiota modulation in human trials, hopes are rising for the development of microbiome-derived diagnostics and therapeutics. In this mini-review, we’re inspecting analytical approaches used to uncover the role of gut microbiome in immune checkpoint therapy (ICT) with the use of shotgun metagenomic sequencing (SMS) data.