The complexity of the cellular and non-cellular milieu surrounding human tumors plays a decisive role in the course and outcome of disease. The high variability in the distribution of the immune and non-immune compartments within the tumor microenvironments (TME) among different patients governs the mode of their response or resistance to current immunotherapeutic approaches. Through deciphering this diversity, one can tailor patients’ management to meet an individual’s needs. Single-cell (sc) omics technologies have given a great boost towards this direction. This review gathers recent data about how multi-omics profiling, including the utilization of single-cell RNA sequencing (scRNA-seq), assay for transposase-accessible chromatin with sequencing (scATAC-seq), T-cell receptor sequencing (scTCR-seq), mass, tissue-based, or microfluidics cytometry, and related bioinformatics tools, contributes to the high-throughput assessment of a large number of analytes at single-cell resolution. Unravelling the exact TCR clonotype of the infiltrating T cells or pinpointing the classical or novel immune checkpoints across various cell subsets of the TME provide a boost to our comprehension of adaptive immune responses, their antigen specificity and dynamics, and grant suggestions for possible therapeutic targets. Future steps are expected to merge high-dimensional data with tissue localization data, which can serve the investigation of novel multi-modal biomarkers for the selection and/or monitoring of the optimal treatment from the current anti-cancer immunotherapeutic armamentarium.