Immune checkpoint inhibitors (ICIs) have revolutionized cancer treatment. However, only some patients respond to ICIs, and current biomarkers for ICI efficacy have limited performance. Here, we devised an interpretable machine learning (ML) model trained using patient-specific cell-cell communication networks (CCNs) decoded from the patient's bulk tumor transcriptome. The model could (i) predict ICI efficacy for patients across four cancer types (median AUROC: 0.79) and (ii) identify key communication pathways with crucial players responsible for patient response or resistance to ICIs by analyzing more than 700 ICI-treated patient samples from 11 cohorts. The model prioritized chemotaxis communication of immune-related cells and growth factor communication of structural cells as the key biological processes underlying response and resistance to ICIs, respectively. We confirmed the key communication pathways and players at the single-cell level in patients with melanoma. Our network-based ML approach can be used to expand ICIs' clinical benefits in cancer patients.