Melanoma is known as one of the most immunogenic tumours and is often characterised by high mutation burden, neoantigen load and immune infiltrate. The application of immunotherapies has led to impressive improvements in the clinical outcomes of advanced stage melanoma patients. The standard of care immunotherapies leverage the host immunological influence on tumour cells, which entail complex interactions among the tumour, stroma, and immune cells at the tumour microenvironmental level. However, not all cancer patients can achieve a long-term durable response to immunotherapy, and a significant proportion of patients develops resistance and still die from their disease. Owing to the multi-faceted problems of tumour and microenvironmental heterogeneity, identifying the key factors underlying tumour progression and immunotherapy resistance poses a great challenge. In this review, we outline the main challenges to current cancer immunotherapy research posed by tumour heterogeneity and microenvironment complexities including genomic and transcriptomic variability, selective outgrowth of tumour subpopulations, spatial and temporal tumour heterogeneity and the dynamic state of host immunity and microenvironment orchestration. We also highlight the opportunities to dissect tumour heterogeneity using single-cell sequencing and spatial platforms. Integrative analyses of large-scale datasets will enable in-depth exploration of biological questions, which facilitates the clinical application of translational research. Keywords: cancer; diagnosis; immunotherapy; melanoma; sequencing; single-cell; spatial; transcriptomics; treatment.