Evidence has recently emerged on the influence of gender on the immune system. In this systematic review and meta-analysis of phase III randomized clinical trials (RCTs), we explored the impact of gender on survival in patients with advanced cancer treated with immune checkpoint inhibitors (ICIs). We performed a comprehensive search of the literature updated to April 2018, including the Cochrane Central Register of Controlled Trials, PubMed, and EMBASE. We extracted data on study characteristics and risk of bias in duplicate. Of 423 unique citations, 21 RCTs were included, inherently to 12,635 patients. Both males and females showed reduced risk of death associated with ICIs use (HR 0.73, p < 0.001 and HR 0.77, p < 0.001, respectively). Subgroup analyses by specific ICI showed similar OS in both genders for anti-PD-1/PDL-1. Anti-CTLA-4 use was associated with longer OS in men only (HR 0.77, p < 0.012), with the exception of melanoma (in women, HR 0.80, p = 0.006). PFS was longer in men than in women (HR 0.67, p < 0.001 and HR 0.77, p = 0.100, respectively). Conclusively, ICIs use was associated with more favorable outcomes in men, particularly for anti-CTLA-4 agents. In melanoma, not gender-related factors may influence the anti-tumor immune response evoked by ICIs.