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Immune checkpoint therapy (ICT) provides substantial clinical benefits to cancer patients, but a large proportion of cancers do not respond to ICT. To date, the genomic underpinnings of primary resistance to ICT remain elusive. Here, we performed immunogenomic analysis of data from TCGA and clinical trials of anti-PD-1/PD-L1 therapy, with a particular focus on homozygous deletion of 9p21.3 (9p21 loss), one of the most frequent genomic defects occurring in ~13% of all cancers. We demonstrate that 9p21 loss confers "cold" tumor-immune phenotypes, characterized by reduced abundance of tumor-infiltrating leukocytes (TILs), particularly, T/B/NK cells, altered spatial TILs patterns, diminished immune cell trafficking/activation, decreased rate of PD-L1 positivity, along with activation of immunosuppressive signaling. Notably, patients with 9p21 loss exhibited significantly lower response rates to ICT and worse outcomes, which were corroborated in eight ICT trials of >1,000 patients. Further, 9p21 loss synergizes with PD-L1/TMB for patient stratification. A "response score" was derived by incorporating 9p21 loss, PD-L1 expression and TMB levels in pre-treatment tumors, which outperforms PD-L1, TMB, and their combination in identifying patients with high likelihood of achieving sustained response from otherwise non-responders. Moreover, we describe potential druggable targets in 9p21-loss tumors, which could be exploited to design rational therapeutic interventions., (© 2021. The Author(s).)