Patient-derived xenograft (PDX) models faithfully preserve the histological and genetic characteristics of the primary tumor and maintain its heterogeneity. Pharmacodynamic results based on PDX models are highly correlated with clinical practice. Anaplastic thyroid carcinoma (ATC) is the most malignant subtype of thyroid cancer, with strong invasiveness, poor prognosis, and limited treatment. Although the incidence rate of ATC accounts for only 2%-5% of thyroid cancer, its mortality rate is as high as 15%-50%. Head and neck squamous cell carcinoma (HNSCC) is one of the most common head and neck malignancies, with over 600,000 new cases worldwide each year. Herein, detailed protocols are presented to establish PDX models of ATC and HNSCC. In this work, the key factors influencing the success rate of model construction were analyzed, and the histopathological features were compared between the PDX model and the primary tumor. Furthermore, the clinical relevance of the model was validated by evaluating the in vivo therapeutic efficacy of representative clinically used drugs in the successfully constructed PDX models.