Immunotherapy has changed the landscape of cancer treatment. The introduction of immune checkpoint inhibitors has seen tremendous success in improving overall survival of patients with advanced metastatic cancers and has now become the standard of care for multiple tumor types. However, efficacy of immune checkpoint blockade appears to be limited to immunogenic cancers, and even amongst immune-reactive cancers, response rates are low and variable between patients. Recent data have also demonstrated the rapid emergence of resistance to immune checkpoint inhibitors, with some patients progressing on treatment within one year. Significant research efforts are now directed at identifying predictive biomarkers and mechanisms of resistance to immune checkpoint blockade. These studies are underpinned by comprehensive and detailed profiling of the immune milieu. In this review, we discuss the utility and efficacy of immune cell profiling to uncover biomarkers of response and mechanisms of resistance to immune checkpoint inhibitors.