In order to explore the potential of immune checkpoint blockade in sarcoma, we investigated expression and clinical relevance of programmed cell death-1 (PD-1), programmed death ligand-1 (PD-L1) and CD8 in tumors of 208 sarcoma patients. Primary untreated osteosarcoma (n = 46), Ewing sarcoma (n = 32), alveolar rhabdomyosarcoma (n = 20), embryonal rhabdomyosarcoma (n = 77), synovial sarcoma (n = 22) and desmoplastic small round cell tumors (DSRCT) (n = 11) were examined immunohistochemically. PD-L1 expression was predominantly detected in alveolar and embryonal rhabdomyosarcomas (15% and 16%, respectively). In the alveolar subtype PD-L1 expression was associated with better overall, event-free and metastases-free survival. PD-1 expression on lymphocytes was predominantly seen in synovial sarcomas (18%). High levels of CD8+ lymphocytes were predominantly detected in osteosarcomas (35%) and associated with worse event-free survival in synovial sarcomas. Ewing sarcoma and DSRCTs showed PD-1 on tumor cells instead of on tumor infiltrating lymphocytes. Overall, expression and clinical associations were found to be subtype dependent. For the first time PD-1 expression on Ewing sarcoma (19%) and DSRCT (82%) tumor cells was described.