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Malignant pleural mesothelioma (MPM) is a rare and aggressive form of tumour. Some mesotheliomas have been proven to be highly immunogenic. Here, we investigated the correlation between tumour infiltrating lymphocytes (TILs) or programmed cell death ligand 1 (PD-L1) expression with overall survival (OS) in patients with MPM. 62 Paraffin-embedded formalin fixed (PEFF) samples were analysed for TILs and PD-L1 expression. Patients were divided in 4 groups according to a cut-off of the percentage of TILs found per sample as measured by immunohistichemistry: “0” or absent (between 0 and 5%), “1” or low (between 6 and 25%), “2” or moderate (between 26 and 50%) and “3” or high (between 51 and 75%). OS was then correlated with different TILs’ expression patterns. Moreover, PD-L1 expression was assessed within the tumour as well as in the adjacent stroma on the same samples. Higher expression of peritumoral TILs (Group 2 + 3) versus Group 0 and 1 correlated with improved OS (p-value = 0.02). On the contrary PD-L1 expression seemed to be inversely correlated with clinical outcomes, even in the absence of statistical significance (HR 1.76; p = 0.083 95% IC 0.92–3.36 in areas within the tumour; HR 1.60; p = 0.176 95%; IC 0.80–3.19 in areas within the stroma). No relationship between TILs and PD-L1 expression was identified. Our research supports the use of TILs and PD-L1 expression as potential outcome predictors in patients with MPM. The use of TILs and PD-L1 as biomarkers for checkpoint inhibitors’ efficacy warrants future investigation.