The field of immuno-oncology is now at the forefront of cancer care and is rapidly evolving. The immune checkpoint blockade has been demonstrated to restore antitumor responses in several cancer types. However, durable responses can be observed only in a subset of patients, highlighting the importance of investigating the tumor microenvironment (TME) and cellular heterogeneity to define the phenotypes that contribute to resistance as opposed to those that confer susceptibility to immune surveillance and immunotherapy. In this review, we summarize how some of the most widely used conventional technologies and biomarkers may be useful for the purpose of predicting immunotherapy outcomes in patients, and discuss their shortcomings. We also provide an overview of how emerging single-cell spatial omics may be applied to further advance our understanding of the interactions within the TME, and how these technologies help to deliver important new insights into biomarker discovery to improve the prediction of patient response.