Advances in molecular biology, microfluidics and bioinformatics have empowered the study of thousands or even millions of individual cells from malignant tumours at the single-cell level of resolution. This high-dimensional, multi-faceted characterization of the genomic, transcriptomic, epigenomic and proteomic features of the tumour and/or the associated immune and stromal cells enables the dissection of tumour heterogeneity, the complex interactions between tumour cells and their microenvironment, and the details of the evolutionary trajectory of each tumour. Single-cell transcriptomics, the ability to track individual T cell clones through paired sequencing of the T cell receptor genes and high-dimensional single-cell spatial analysis are all areas of particular relevance to immuno-oncology. Multidimensional biomarker signatures will increasingly be crucial to guiding clinical decision-making in each patient with cancer. High-dimensional single-cell technologies are likely to provide the resolution and richness of data required to generate such clinically relevant signatures in immuno-oncology. In this Perspective, we describe advances made using transformative single-cell analysis technologies, especially in relation to clinical response and resistance to immunotherapy, and discuss the growing utility of single-cell approaches for answering important research questions.