Since their approval by regulatory agencies worldwide, the anti-PD-1 monoclonal antibodies (mAbs), as monotherapy or in combination with ipilimumab, have become the standard frontline therapy for advanced BRAF-wild-type melanoma and an eminent rival to targeted therapy in the first-line setting for unresectable BRAF-mutated melanoma. Mature survival data from randomized phase 3 trials have emerged, confirming their position in the current treatment schema for advanced melanoma. Recently, the clinical utility of anti-PD-1 agents has extended into other disease settings, such as resected high-risk melanomas, non-cutaneous subtypes, and brain metastases. How to best combat resistance to anti-PD-1 mAbs remains the major focus of clinical investigations. This review aims to provide an update on the recent progress and current challenges relating to the clinical application of anti-PD-1 agents in the treatment of advanced melanoma.