Recent evidence suggested a potential correlation between overweight and the efficacy of immune checkpoint inhibitors (ICIs) in cancer patients. We conducted a retrospective study of advanced cancer patients consecutively treated with anti-PD-1/PD-L1 inhibitors, in order to compare clinical outcomes according to baseline BMI levels as primary analysis. Based on their BMI, patients were categorized into overweight/obese (≥ 25) and non-overweight (< 25). A gender analysis was also performed, using the same binomial cut-off. Further subgroup analyses were performed categorizing patients into underweight, normal weight, overweight and obese. Between September 2013 and May 2018, 976 patients were evaluated. The median age was 68 years, male/female ratio was 663/313. Primary tumors were: NSCLC (65.1%), melanoma (18.7%), renal cell carcinoma (13.8%) and others (2.4%). ECOG-PS was ≥2 in 145 patients (14.9%). PD-1/PD-L1 inhibitors were administered as first-line treatment in 26.6% of cases. Median BMI was 24.9: 492 patients (50.6%) were non-overweight, 480 patients (50.4%) were overweight/obese. 25.2% of non-overweight patients experienced irAEs of any grade, while 55.6% of overweight/obese patients (p < 0.0001). ORR was significantly higher in overweight/obese patients compared to non-overweight (p < 0.0001). Median follow-up was 17.2 months. Median TTF, PFS and OS were significantly longer for overweight/obese patients in univariate (p < 0.0001, for all the survival intervals) and multivariate models (p = 0.0009, p < 0.0001 and p < 0.0001 respectively). The significance was confirmed in both sex, except for PFS in male patients (p = 0.0668). Overweight could be considered a tumorigenic immune-dysfunction that could be effectively reversed by ICIs. BMI could be a useful predictive tool in clinical practice and a stratification factor in prospective clinical trials with ICIs.