The immunotherapeutic treatment of various cancers with an increasing number of immune checkpoint inhibitors (ICIs) has profoundly improved the clinical management of advanced diseases. However, just a fraction of patients clinically responds to and benefits from the mentioned therapies; a large proportion of patients do not respond or quickly become resistant, and hyper- and pseudoprogression occur in certain patient populations. Furthermore, no effective predictive factors have been clearly screened or defined. In this review, we discuss factors underlying the elucidation of potential immunotherapeutic resistance mechanisms and the identification of predictive factors for immunotherapeutic responses. Considering the heterogeneity of tumours and the complex immune microenvironment (composition of various immune cell subtypes, disease processes, and lines of treatment), checkpoint expression levels may not be the only factors underlying immunotherapy difficulty and resistance. Researchers should consider the tumour microenvironment (TME) landscape in greater depth from the aspect of not only immune cells but also the tumour histology, molecular subtype, clonal heterogeneity and evolution as well as micro-changes in the fine structural features of the tumour area, such as myeloid cell polarization, fibroblast clusters and tertiary lymphoid structure formation. A comprehensive analysis of the immune and molecular profiles of tumour lesions is needed to determine the potential predictive value of the immune landscape on immunotherapeutic responses, and precision medicine has become more important.