Background: Treatment response to immune checkpoint inhibitors (ICIs) varies considerably, a phenomenon known as treatment effect heterogeneity (HTE). While HTE is explored via one-variable-at-a-time subgroup analyses in randomised controlled trials (RCTs), this method has limitations, which the risk-modelling approach seeks to address. Methods: Applying the risk-modelling approach, individual patient data from ten RCTs (six supporting FDA atezolizumab label: OAK, IMpower130, IMpower150, IMpower133, IMbrave150, IMspire150; four unlabelled indications: IMpower131, and IMpower132, IMmotion151, IMvigor211) were analysed by an extreme gradient-boosting algorithm to predict pre-treatment prognosis for overall survival. The predicted risk scores were evaluated as efficacy modifiers categorically (high, intermediate, low risk groups) and continuously in Cox models with treatment-by-risk-group interaction terms. Sensitivity and exploratory analyses investigated absolute and meta-analysed treatment effect and compared the results with established prognostic tools and treatment effect predictors. Statistical significance tests are two-sided. Results: Among the ten RCTs (N = 7053), one trial—IMvigor211 - showed significant HTE by pre-treatment prognosis across all evaluations (risk groups, risk scores, sensitivity analyses: p < .001). Amongst other trials, no significant HTE was detected (risk group and risk score analysis interaction test: OAK p = .61, 0.77; IMpower130 p = .13, 0.52; IMpower131: p = .21, 0.02; IMpower150: p = .14, 0.36; IMpower133: p = .38, 0.12; IMbrave150: p = .15, 0.08; IMspire150: p = .24, 0.6; IMpower132: p = .15, 0.81; IMmotion151: p = .48, 0.21). Conclusion: The risk-modelling approach showed no clear link between pre-treatment prognosis and ICI efficacy in most RCTs, particularly those supporting atezolizumab’s FDA label. In IMvigor211, patients with better pre-treatment prognosis were more likely to benefit from atezolizumab treatment for platinum-refractory metastatic urothelial carcinoma.