Introduction: Pembrolizumab demonstrated promising results in hypermutated tumors of diverse origin. Immunohistochemical loss of mismatch repair (MMR) proteins has been suggested as a surrogate of hypermutation in high-grade gliomas (HGG). We evaluated the efficacy and safety of pembrolizumab in relapsing HGGs with immunohistochemical loss of at least 1 MMR protein. Molecular biomarkers of pembrolizumab activity were also analyzed. Methods: Consecutive patients with recurrent HGG and partial or complete loss of MMR protein expression were prospectively enrolled; they received pembrolizumab 200 mg once every 3 weeks until disease progression. The primary endpoint was disease control rate (DCR). Post hoc exploratory analyses included next-generation sequencing to assess tumor mutational burden (TMB), and immunostaining for CD8+ T-cells and CD68+ macrophages. Results: Among 310 HGG patients screened, 13 cases with MMR loss were enrolled: eight glioblastoma, four anaplastic astrocytoma, and one anaplastic oligodendroglioma. Median age was 43 years. DCR was 31%: four patients had stable disease and no patient had complete or partial response. TMB ranged between 6.8 and 23.4 mutations/megabase. Neither TMB nor gene mutations, nor CD8+ T-cell and CD68+ macrophage content, were associated with pembrolizumab activity. Conclusions: pembrolizumab showed no apparent benefit in these patients. No molecular biomarker was found to be associated with pembrolizumab activity.