Identifying predictive biomarkers, which forecast individual treatment effectiveness, is crucial for personalized medicine and informs decision-making across diverse disciplines. These biomarkers are extracted from pre-treatment data, often within randomized controlled trials, and have to be distinguished from prognostic biomarkers, which are independent of treatment assignment. Our study focuses on the discovery of predictive imaging biomarkers, aiming to leverage pre-treatment images to unveil new causal relationships. Previous approaches relied on labor-intensive handcrafted or manually derived features, which may introduce biases. In response, we present a new task of discovering predictive imaging biomarkers directly from the pre-treatment images to learn relevant image features. We propose an evaluation protocol for this task to assess a model's ability to identify predictive imaging biomarkers and differentiate them from prognostic ones. It employs statistical testing and a comprehensive analysis of image feature attribution. We explore the suitability of deep learning models originally designed for estimating the conditional average treatment effect (CATE) for this task, which previously have been primarily assessed for the precision of CATE estimation, overlooking the evaluation of imaging biomarker discovery. Our proof-of-concept analysis demonstrates promising results in discovering and validating predictive imaging biomarkers from synthetic outcomes and real-world image datasets.