Immunotherapy has revolutionised the treatment of cancers by harnessing the power of the immune system to eradicate malignant tissue. However, it is well recognised that some cancers are highly resistant to these therapies, which is in part attributed to the immunosuppressive landscape of the tumour microenvironment (TME). The contexture of the TME is highly heterogeneous and contains a complex architecture of immune, stromal, vascular and tumour cells in addition to acellular components such as the extracellular matrix. While understanding the dynamics of the TME has been instrumental in predicting durable responses to immunotherapy and developing new treatment strategies, recent evidence challenges the fundamental paradigms of how tumours can effectively subvert immunosurveillance. Here, we discuss the various immunosuppressive features of the TME and how fine-tuning these mechanisms, rather than ablating them completely, may result in a more comprehensive and balanced anti-tumour response.