Cancer immunotherapy has revolutionized the treatment of some malignancies. Yet, many tumors do not unfortunately respond to immune‐based therapies. Deeper insights into the biology of the immune response to cancer are required to identify novel therapeutic targets and advance immuno‐oncology. To do so, we need to study cancer in patient‐derived models that can faithfully recapitulate and capture the complexity and heterogeneity of the tumor immune ecosystem. Platforms facilitating the analysis of the human tumor immune microenvironment of individual patients are crucial. Patient‐derived models are fundamental not only to better understand the biology of the cancer immune system but also to discern the mechanism of action of therapeutic compounds and perform preclinical studies toward improving the success of subsequent clinical testing. In this viewpoint, I present a brief review of patient‐derived models for cancer immunotherapy.