Recently, the combination of chemotherapy plus nivolumab (chemo-immunotherapy) has become the standard of care for advanced-stage gastric cancer (GC) patients. However, despite its efficacy, up to 40% of patients do not respond to these treatments. Our study sought to identify variations in gene expression associated with primary resistance to chemo-immunotherapy. Diagnostic endoscopic biopsies were retrospectively obtained from advanced GC patients previously categorized as responders (R) or non-responders (NR). Thirty-four tumor biopsies (R: n = 16, NR: n = 18) were analyzed by 3' massive analysis of cDNA ends (3'MACE). We found >30 differentially expressed genes between R and NRs. Subsequent pathway enrichment analyses demonstrated that angiogenesis and the Wnt-β-catenin signaling pathway were enriched in NRs. Concomitantly, we performed next generation sequencing (NGS) analyses in a subset of four NR patients that confirmed alterations in genes that belonged to the Wnt/β-catenin and the phosphoinositide 3-kinase (PI3K) pathways. We speculate that angiogenesis, the Wnt, and the PI3K pathways might offer actionable targets. We also discuss therapeutic alternatives for chemo-immunotherapy-resistant advanced-stage GC patients.