Serum lactate dehydrogenase (LDH) is a standard prognostic biomarker for stage IV melanoma patients. Often, LDH levels do not provide real-time information about the metastatic melanoma patients’ disease status and treatment response. Therefore, there is a need to find reliable blood biomarkers for improved monitoring of metastatic melanoma patients who are undergoing checkpoint inhibitor immunotherapy (CII). The objective in this prospective pilot study was to discover circulating cell-free microRNA (cfmiR) signatures in the plasma that could assess melanoma patients’ responses during CII. The cfmiRs were evaluated by the next-generation sequencing (NGS) HTG EdgeSeq microRNA (miR) Whole Transcriptome Assay (WTA; 2083 miRs) in 158 plasma samples obtained before and during the course of CII from 47 AJCC stage III/IV melanoma patients’ and 73 normal donors’ plasma samples. Initially, cfmiR profiles for pre- and post-treatment plasma samples of stage IV non-responder melanoma patients were compared to normal donors’ plasma samples. Using machine learning, we identified a 9 cfmiR signature that was associated with stage IV melanoma patients being non-responsive to CII. These cfmiRs were compared in pre- and post-treatment plasma samples from stage IV melanoma patients that showed good responses. Circulating miR-4649-3p, miR-615-3p, and miR-1234-3p demonstrated potential prognostic utility in assessing CII responses. Compared to LDH levels during CII, circulating miR-615-3p levels were consistently more efficient in detecting melanoma patients undergoing CII who developed progressive disease. By combining stage III/IV patients, 92 and 17 differentially expressed cfmiRs were identified in pre-treatment plasma samples from responder and non-responder patients, respectively. In conclusion, this pilot study demonstrated cfmiRs that identified treatment responses and could allow for real-time monitoring of patients receiving CII.