Resistance to immune checkpoint inhibitors (ICIs) is a key challenge in cancer therapy. To elucidate underlying mechanisms, we developed Perturb-CITE-sequencing (Perturb-CITE-seq), enabling pooled clustered regularly interspaced short palindromic repeat (CRISPR)-Cas9 perturbations with single-cell transcriptome and protein readouts. In patient-derived melanoma cells and autologous tumor-infiltrating lymphocyte (TIL) co-cultures, we profiled transcriptomes and 20 proteins in ~218,000 cells under ~750 perturbations associated with cancer cell-intrinsic ICI resistance (ICR). We recover known mechanisms of resistance, including defects in the interferon-γ (IFN-γ)-JAK/STAT and antigen-presentation pathways in RNA, protein and perturbation space, and new ones, including loss/downregulation of CD58. Loss of CD58 conferred immune evasion in multiple co-culture models and was downregulated in tumors of melanoma patients with ICR. CD58 protein expression was not induced by IFN-γ signaling, and CD58 loss conferred immune evasion without compromising major histocompatibility complex (MHC) expression, suggesting that it acts orthogonally to known mechanisms of ICR. This work provides a framework for the deciphering of complex mechanisms by large-scale perturbation screens with multimodal, single-cell readouts, and discovers potentially clinically relevant mechanisms of immune evasion.