Responses to immune checkpoint blockade (ICB) are variable even among mismatch repair deficient (MMRd) cancers. We completed a phase 2 clinical trial of the PD-1 inhibitor pembrolizumab in 24 patients with MMRd endometrial cancer (NCT02899793). Patients with mutational MMRd tumors (6 patients) had higher response rates and longer survival than those with epigenetic MMRd tumors (18 patients). Mutation burden was higher in tumors with mutational MMRd compared to epigenetic MMRd; however, within each category of MMRd, mutation burden was not associated with ICB response. Notably, JAK1 mutations did not confer resistance to pembrolizumab. Longitudinal single-cell RNA-seq of circulating immune cells revealed contrasting modes of anti-tumor immunity against mutational and epigenetic MMRd tumors. Whereas effector CD8+ T cell responses correlated with mutational MMRd, highly active CD16+ NK cells were associated with epigenetic MMRd tumors responsive to ICB. These data highlight factors beyond neoantigen burden that influence ICB response.