Inclusion Criteria:

          -  Histologically or cytologically confirmed pleural malignant mesothelioma, epithelial
             or biphasic subtypes.

          -  Disease amenable to maximal surgical debulking via extended pleurectomy/decortication
             as determined by a surgeon specializing in mesothelioma.

          -  No prior chemotherapy, targeted therapy, or immunotherapy for mesothelioma.

          -  Be willing and able to provide written informed consent for the trial.

          -  Be > or = to 18 years of age on day of signing informed consent.

          -  Have measurable or evaluable disease based on modified RECIST for mesothelioma (Byrne,
             2004).

          -  Be willing to undergo a video assisted thoracoscopy surgery (VATS) to provide
             diagnostic tissue (if not previously done and patient has adequate free pleural space
             to allow for procedures).

          -  If VATS procedures has been previously done or patient does not have a free pleural
             space to allow for a VATS procedure, then they must be able to undergo a CT or
             ultrasound guided needle biopsy to obtain baseline tissue if it is feasible. If this
             is not anatomically feasible, then they must be able to provide at least 15 unstained
             slides or a tumor block from their prior biopsy.

          -  Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG)
             Performance Scale

          -  Have adequate cardiac function as assessed by echocardiogram, with an ejection
             fraction > 45%

          -  Have adequate pulmonary function to tolerate surgery.Patients must have a predicted
             postoperative diffusing capacity of the lung for carbon monoxide (ppoDLCO) > 35% of
             predicted, and a predicted postoperative FEV1 (ppoFEV1) > 35% of predicted.

          -  Arterial blood gas predicted postoperative pCO2 < 50 mmHg

          -  Demonstrate adequate organ function as defined below.

               -  Absolute neutrophil count (ANC) ≥ 1,500 /mcL

               -  Platelets ≥ 100,000 / mcL

               -  Hemoglobin ≥ 9 g/dL

               -  Serum creatinine ≤ 1.5 X upper limit of normal (ULN) OR Measured or calculated
                  creatinine clearance (GFR can also be used in place of creatinine or CrCl) ≥ 60
                  mL/min for subject with creatinine levels > 1.5 X institutional ULN

               -  Serum total bilirubin ≤ 1.5 X ULN

               -  AST (SGOT) and ALT (SGPT) ≤ 2.5 X ULN

               -  International Normalized Ratio (INR) or Prothrombin Time (PT) Activated Partial
                  Thromboplastin Time (aPTT) ≤ 1.5 X ULN. Patients on anticoagulation are expected
                  to hold anticoagulation for at least 5 days prior to surgery.

          -  Have no extrathoracic disease by best surgical staging.

          -  Female subjects of childbearing potential should have a negative urine or serum
             pregnancy within 72 hours prior to receiving the first dose of study medication. If
             the urine test is positive or cannot be confirmed as negative, a serum pregnancy test
             will be required.

          -  Female subjects of childbearing potential should be willing to use 2 methods of birth
             control or be surgically sterile, or abstain from heterosexual activity for the course
             of the study through 120 days after the last dose of study medication. Subjects of
             childbearing potential are those who have not been surgically sterilized or have not
             been free from menses for > 1 year.

          -  Male subjects should agree to use an adequate method of contraception starting with
             the first dose of study therapy through 120 days after the last dose of study therapy.

        Exclusion Criteria:

          -  Is currently participating in a study of an investigational agent and received an
             investigational agent within 4 weeks of the first dose of treatment.

          -  Has received any prior anticancer therapy for mesothelioma (no prior chemotherapy,
             immunotherapy, or targeted therapy).

          -  Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any
             other form of immunosuppressive therapy within 7 days prior to the first dose of trial
             treatment during the neoadjuvant pembrolizumab and optional adjuvant pembrolizumab
             stages.

          -  Has a known history of active TB (Bacillus Tuberculosis)

          -  Hypersensitivity to pembrolizumab or any of its excipients.

          -  Has a known additional malignancy that is progressing or requires active treatment
             within the past 3 years. Exceptions include basal cell carcinoma of the skin or
             squamous cell carcinoma of the skin that has undergone potentially curative therapy or
             in situ cervical cancer or other tumors that will not affect life expectancy.

          -  Has known active central nervous system (CNS) metastases and/or carcinomatous
             meningitis.

          -  Has active autoimmune disease that has required systemic treatment in the past 2 years
             (i.e. with use of disease modifying agents, corticosteroids (with higher than
             physiologic doses) or immunosuppressive drugs). Replacement therapy (e.g.: thyroxine,
             insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary
             insufficiency, etc.) is not considered a form of systemic treatment.

          -  Has known history of, or any evidence of active, non-infectious pneumonitis that
             required steroids or active pneumonitis

          -  Has evidence of interstitial lung disease

          -  Has an active infection requiring systemic therapy.

          -  Has a history or current evidence of any condition, therapy, or laboratory abnormality
             that might confound the results of the trial, interfere with the subject's
             participation for the full duration of the trial, or is not in the best interest of
             the subject to participate, in the opinion of the treating investigator.

          -  Has known psychiatric or substance abuse disorders that would interfere with
             cooperation with the requirements of the trial.

          -  Is pregnant or breastfeeding, or expecting to conceive or father children within the
             projected duration of the trial, starting with the screening visit through 120 days
             after the last dose of trial treatment.

          -  Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies).

          -  Has known active Hepatitis B (e.g., HBsAg reactive) or Hepatitis C (e.g., HCV RNA
             [qualitative] is detected).

          -  Is on anticoagulation that cannot be discontinued in the perioperative stage.

          -  Has received a live vaccine within 30 days of planned start of study therapy. Note:
             Seasonal influenza vaccines for injection are generally inactivated flu vaccines and
             are allowed; however intranasal influenza vaccines (e.g., Flu-Mist®) are live
             attenuated vaccines, and are not allowed.