Melanoma and Merkel cell carcinoma are two aggressive skin malignancies with high disease-related mortality and increasing incidence rates. Currently, invasive tumor tissue biopsy is the gold standard for their diagnosis, and no reliable easily accessible biomarker is available to monitor patients with melanoma or Merkel cell carcinoma during the disease course. In these last years, liquid biopsy has emerged as a candidate approach to overcome this limit and to identify biomarkers for early cancer diagnosis, prognosis, therapeutic response prediction, and patient follow-up. Liquid biopsy is a blood-based non-invasive procedure that allows the sequential analysis of circulating tumor cells, circulating cell-free and tumor DNA, and extracellular vesicles. These innovative biosources show similar features as the primary tumor from where they originated and represent an alternative to invasive solid tumor biopsy. In this review, the biology and technical challenges linked to the detection and analysis of the different circulating candidate biomarkers for melanoma and Merkel cell carcinoma are discussed as well as their clinical relevance.