Combination therapy is a promising therapeutic strategy to enhance the efficacy of immune checkpoint blockade (ICB); however, predicting drugs for effective combination is challenging. Here we developed a general data-driven method called CM-Drug for screening compounds that can boost ICB treatment efficacy based on core and minor gene sets identified between responsive and nonresponsive samples in ICB therapy. The CM-Drug method was validated using melanoma and lung cancer mouse models, with combined therapeutic efficacy demonstrated in eight of nine predicted compounds. Among these compounds, taltirelin had the strongest synergistic effect. Mechanistic analysis and experimental verification demonstrated that taltirelin can stimulate CD8 T cells and is mediated by the induction of thyroid-stimulating hormone. This study provides an effective and general method for predicting and evaluating drugs for combination therapy and identifies candidate compounds for future ICB combination therapy.