It is crucial to find new diagnostic and prognostic biomarkers. A total of 80 patients were enrolled in the study. The study group consisted of 37 patients with epithelial ovarian cancer, and the control group consisted of 43 patients with benign ovarian cystic lesions. Three proteins involved in the immune response were studied: PD-1, PD-L1, and CTLA-4. The study material was serum and peritoneal fluid. The ROC curve was plotted, and the area under the curve was calculated to characterize the sensitivity and specificity of the studied parameters. Univariate and multivariate analyses were performed simultaneously using the Cox regression model. The cut-off level of CTLA-4 was 0.595 pg/mL, with the sensitivity and specificity of 70.3% and 90.7% (p = 0.000004). Unfavorable prognostic factors determined in serum were: PD-L1 (for PFS: HR 1.18, 95% CI 1.11–1.21, p = 0.016; for OS: HR 1.17, 95% CI 1.14–1.19, p = 0.048) and PD-1 (for PFS: HR 1.01, 95% CI 0.91–1.06, p = 0.035). Unfavorable prognostic factors determined in peritoneal fluid were: PD-L1 (for PFS: HR 1.08, 95% CI 1.01–1.11, p = 0.049; for OS: HR 1.14, 95% CI 1.10–1.17, p = 0.045) and PD-1 (for PFS: HR 1.21, 95% CI 1.19–1.26, p = 0.044). We conclude that CTLA-4 should be considered as a potential biomarker in the diagnosis of ovarian cancer. PD-L1 and PD-1 concentrations are unfavorable prognostic factors for ovarian cancer.