Immunotherapies play critical roles in cancer treatment. However, given that only a few patients respond to immune checkpoint blockades and other immunotherapeutic strategies, more novel technologies are needed to decipher the complicated interplay between tumor cells and the components of the tumor immune microenvironment (TIME). Tumor immunomics refers to the integrated study of the TIME using immunogenomics, immunoproteomics, immune-bioinformatics, and other multi-omics data reflecting the immune states of tumors, which has relied on the rapid development of next-generation sequencing. High-throughput genomic and transcriptomic data may be utilized for calculating the abundance of immune cells and predicting tumor antigens, referring to immunogenomics. However, as bulk sequencing represents the average characteristics of a heterogeneous cell population, it fails to distinguish distinct cell subtypes. Single-cell-based technologies enable better dissection of the TIME through precise immune cell subpopulation and spatial architecture investigations. In addition, radiomics and digital pathology-based deep learning models largely contribute to research on cancer immunity. These artificial intelligence technologies have performed well in predicting response to immunotherapy, with profound significance in cancer therapy. In this review, we briefly summarize conventional and state-of-the-art technologies in the field of immunogenomics, single-cell and artificial intelligence, and present prospects for future research.